9.7 Suppose the model is misspecified, but the ML estimate found by EM is a consistent estimate...

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9.7 Suppose the model is misspecified, but the ML estimate found by EM is a consistent estimate of the parameter θ. Which method of estimating the large-sample covariance matrix of (???? − ̂

????

) is preferable? Explain your reasoning.

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Statistical Analysis With Missing Data

ISBN: 9780470526798

3rd Edition

Authors: Roderick J. A. Little, Donald B. Rubin

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