What to do When Your Hessian is Not Invertible: Alternatives to Model Respecification in Nonlinear Estimation
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Gill, Jeff, and Gary King. “What to do When Your Hessian is Not Invertible: Alternatives to Model Respecification in Nonlinear Estimation”. Sociological Methods and Research 33, no. 1 (2004): 54-87
Gauss 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.