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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