Question: a. Beginning with the score function for the logit case in equation (11.5), show that the information matrix can be expressed as [mathbf{I}(boldsymbol{beta})=sum_{i=1}^{n} sigma_{i}^{2} mathbf{x}_{i}
a. Beginning with the score function for the logit case in equation (11.5), show that the information matrix can be expressed as
\[\mathbf{I}(\boldsymbol{\beta})=\sum_{i=1}^{n} \sigma_{i}^{2} \mathbf{x}_{i} \mathbf{x}_{i}^{\prime}\]
where \(\sigma_{i}^{2}=\pi\left(\mathbf{x}_{i}^{\prime} \boldsymbol{\beta}\right)\left(1-\pi\left(\mathbf{x}_{i}^{\prime} \boldsymbol{\beta}\right)\right)\).
b. Beginning with the general score function in equation (11.4), determine the information matrix.
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L-(8) = x; (y; -7(x,8)) = 0, (11.5) i-l
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a The derivative of the logit function is fracpartialpartial y piypiy frac1left1ey ightpiy1piy Thus ... View full answer
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