For the marginal MLE of βj (1 ≤ j ≤ p), if f(·) has the form in Problem 8.2.5, appraise the nonlinearity of the estimating equations. Justify the use of method of scoring by using the ,,uniform...


For the marginal MLE of βj (1 ≤ j ≤ p), if f(·) has the form in Problem 8.2.5, appraise the nonlinearity of the estimating equations. Justify the use of method of scoring by using the ,,uniform asymptotic linearity” result, and hence show that the MLE and marginal MLE of β can be at least asymptotically tied down to linear complementarity.



May 23, 2022
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