@L
@F° lHa
@L
a¾≡ lHa
M
@L
@Â H"
- 1tr⅛ (It (B0BF1 )] + 1[~ (It (B0B)"1)~],
2 ¾° 2 ¾4
1 1 1 u~0 u~
- Qtr[ 2 INT] + F^4^] = 0;
2 ~° 2 ¾ °
2 _ NT ,U0(Jτ In)U
M) = 2¾° ' U0U
D(A) =
NT U0 (IT
^^2
-1;
(w + W0))~ = NTU0(Iτ w)u
U~0 U~ U~0 U~
Therefore, the score with respect to μ, evaluated at the restricted MLE is given by
203 |
20 | ||
D~ μ = |
666 D(¾~2M) |
7= |
NT u ~0(Jτ IN)u _ 1 ∖ |
L D(~) J |
^NTr U0 (IT ^W)u u0 u |
(A.4)
For the information matrix, it is useful to use the formula given by Harville(1977):
Jrs = Eh - ∂2L=∂μr∂μssi = 2trh -1(@ u=aμr´ -1(@ u=aμβ´i,
(A.5)
for r; s = 1; 2; 3. The corresponding elements of the information matrix are given by
J11 = E h -
@2l 1 ι.\( ι (T ɪ й2] nt
a(¾°)2J = 2tr[⅛(It In)H = 2¾4;
@2L 1 1 2 NT2
J22 = El- J = 2tr⅛(Jt In)J = ι¾τ;
J33 = E h - @2L i =2 trh~Iτ (W + W 0)2i
= 1 tr[Iτ (2W2 + 2W 0W )] = Tb;
1 1 1 NT
J12 =2tr ⅛ (IT IN ) ¾° (JT IN )J = 2¾° ’
J13 = 1 trh A (It In )(It (W + W 0))i
2 l¾° -i
= TT12 tr[Iτ (W + W0)] = 0;
2¾2
20
More intriguing information
1. Nach der Einführung von Arbeitslosengeld II: deutlich mehr Verlierer als Gewinner unter den Hilfeempfängern2. Ruptures in the probability scale. Calculation of ruptures’ values
3. Gerontocracy in Motion? – European Cross-Country Evidence on the Labor Market Consequences of Population Ageing
4. The name is absent
5. ROBUST CLASSIFICATION WITH CONTEXT-SENSITIVE FEATURES
6. Infrastructure Investment in Network Industries: The Role of Incentive Regulation and Regulatory Independence
7. Manufacturing Earnings and Cycles: New Evidence
8. The name is absent
9. On the Existence of the Moments of the Asymptotic Trace Statistic
10. Nurses' retention and hospital characteristics in New South Wales, CHERE Discussion Paper No 52