Question: Let Î²Ì M = log (p +1 p 2+ /p +2 p 1+ ) refer to marginal model (10.6) and Î²Ì C = log (n
Let βÌM= log (p+1p2+/p+2p1+) refer to marginal model (10.6) and βÌC= log (n21/n12) to conditional model (10.8). Using the delta method, show that the asymptotic variance of n(βÌM βM) is
(Ï1+ Ï2+)1 + (Ï+1 Ï+2)1 2(Ï11 Ï22 Ï12 Ï21)/(Ï1+ Ï2+ Ï+1 Ï+2).
Under the independence condition of the previous problem, βM = βC. In that case, show that the asymptotic variances satisfy
![var n (BM )] -(π, προ) + (π, π, ) < (πι, προ)+ (π.1 ρ+)7!. - + σ- ar ( β ] %3D νε](https://dsd5zvtm8ll6.cloudfront.net/si.question.images/images/question_images/1539/7/1/1/0745bc620621ee451539693507499.jpg)
var n (BM )] -(, ) + (, , ) < (, )+ (.1 +)7!. - + - ar ( ] %3D
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Since M log 1 1 1 1 1 1 M 1 1 1 11 1 1 1 1 1 and M 1 11 1 1 1 1 1 1 1 The covariance matrix of ... View full answer
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