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here, please 15.8 Nesting and PML Consider the regression model E [ylx] = m (x, 60) . Suppose that a PMLI estimator based on the

here, please

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15.8 Nesting and PML Consider the regression model E [ylx] = m (x, 60) . Suppose that a PMLI estimator based on the density f (z, /) parameterized by the mean / consistently estimates the true parameter 60. Consider another density h (2, /, 0, to show that the PMLI estimator based on h (2, /,

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