Zero Columns/Rows in Hessian Matrix

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Zero Columns/Rows in Hessian Matrix

eespinola
Hello R users,

I am trying to get the Std. errors of some estimators using the optim function.  But when computing them using  sqrt(diag(solve(ans$hessian))) I get an error that says... Lapack routine dgesv: system is exactly singular.  Or sometimes I also get that system is computationally singular.  When I check the Hessian matrix it has at least one column&row of mostly zeros.  My estimators are really close to the true values so I dont know why the std. errors wont come out.  Any ideas or suggestions on how to fix this?

Thank you.

Eduardo Espinola
Student