A DERIVATION OF THE HESSIAN OF THE (CONCENTRATED) LIKELIHOOD FUNCTION OF THE FACTOR MODEL EMPLOYING THE SCHUR PRODUCT
Heinz Neudecker · British Journal of Mathematical and Statistical Psychology · 1975
An expression is derived for the Hessian of the (concentrated) likelihood function of the factor model, employing matrix differential calculus in conjunction with the Schur product. Hence the results of Clarke (1970) are achieved by an alternative route.