Hessian matrix in ML lavaan

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Monika Ramoskaite

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Jan 8, 2020, 2:22:17 PM1/8/20
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Hi All,

I have come upon the lavaan user guide: https://users.ugent.be/~yrosseel/lavaan/lavaan2.pdf

I am unfamiliar with the way that covariance matrix (A) is defined there (see picture attached), specifically, the Hessian matrix.

I have seen the Hessian matrix having a square in the nominator and the product of partial derivatives in the denominator and I am not sure if the expression used in the guide and the Hessian matrix with the square in the nominator are interchangeable or this is some other expression for the Hessian matrix.

Apologies, if the question is very basic, as my mathematical background is not very strong, just trying to make sense of it for myself :)

Thank you.

Best regards,
Monika


covarianceM.PNG
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