Consider the logit model Verify the asymptotic linearity (in θ1 and θ2) result and comment on the asymptotic normality of the estimators. Compare the results with those outlined in Section 9.4. For...

Consider the logit model

Verify the asymptotic linearity (in θ₁
and θ₂) result and comment on the asymptotic normality of the estimators. Compare the results with those outlined in Section 9.4.

For normally distributed response variables, show that (10.5.20) reduce to the classical normal equations.