Hi again, in the MLE setting the score function (no expectation taken) is the estimating function. So for the OLS situation the basic estimating function is: (in the terminology of Zeileis' paper)
psi(x,y,beta) = (y - x^t beta) x^t Christian ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
