What to do When Your Hessian is Not Invertible: Alternatives to Model Respecification in Nonlinear Estimation

What to do When Your Hessian is Not Invertible: Alternatives to Model Respecification in Nonlinear Estimation

Notes:

Reprints: PostscriptPDFGauss Code for the Gill-Murray generalized Cholesky Decomposition. Gauss Code for the Schnabel-Eskow generalized Cholesky Decomposition, R version, and Some R routines for checking/running. See also Gary's page for this project.