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 β̂M= log (p+1p2+/p+2p1+) refer to marginal model (10.6) and β̂C= log (n21/n12) to conditional model (10.8). Using the delta method, show that the asymptotic variance of ˆšn(β̂M€“ βM) is

(Ï€1+ Ï€2+)€“1 + (Ï€+1 Ï€+2)€“1 €“ 2(Ï€11 Ï€22 €“ Ï€12 Ï€21)/(Ï€1+ Ï€2+ 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

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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