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Covariance Step


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#1 Lance Wollenberg

Lance Wollenberg

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Posted 18 November 2013 - 07:34 PM

Is anyone aware of a strategy in Phoenix to eliminate the covariance step. For the purposes of model building I would like to skip this step from time to time to reduce computing time to get parameter estimates? Is this possible?



#2 Samer Mouksassi

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Posted 19 November 2013 - 07:51 AM

Hi,

you can turn off the standard error computation by selecting the none option.

In your Phoenix Model Go to Run Options Tab.

Next to the method you have a Stderr: option with the default value being Central Diff.

Click on the arrow and you should have the following options:

none

Central Diff

Forward Diff

 

Select none.

 

Your Phoenix model will not attempt to compute the standard errors after it finishes the estimation.

Bests,

 

Samer






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