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15.10 Modified Poisson regression and PML estimators Let the observable random variable y be distributed, conditionally on observable a and unobserv- able & as Poisson with the parameter A(a) = exp(a's+e), where E[expelx] = 1 and Vexpelx] = q. Suppose that vector a is distributed as multivariate standard normal. 1. Find the regression and skedastic functions, where the conditional information involves only 2. Find the asymptotic variances of the Nonlinear Least Squares (NLLS) and Weighted Nonlinear Least Squares (WNLLS) estimators of B