On 10/30/07, Christian Ritz <[EMAIL PROTECTED]> wrote: > 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
Thanks! That was extremely helpful---maybe it could even be added to the documentation of estfun() and meat() (Having the OLS example in the bread() documentation made it much easier for me to understand the broader concept.) Much gratitude and best regards, M. Ash PS By "expectation" I meant the average of the observation-wise terms... ______________________________________________ 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.
