Fisher scoring
= Fisher scoring
{c}
{wiki=Scoring_algorithm}
Fisher scoring replaces the observed negative Hessian in Newton iteration by the Fisher information:
$$
\theta^{(r+1)}=\theta^{(r)}+I(\theta^{(r)})^{-1}S(\theta^{(r)}).
$$
= Fisher scoring
{c}
{wiki=Scoring_algorithm}
Fisher scoring replaces the observed negative Hessian in Newton iteration by the Fisher information:
$$
\theta^{(r+1)}=\theta^{(r)}+I(\theta^{(r)})^{-1}S(\theta^{(r)}).
$$