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 y. Which method of estimating the largesample covariance matrix of ðy  ^ yÞ is preferable? Explain your reasoning.

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Statistical Analysis With Missing Data

ISBN: 9780471183860

2nd Edition

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

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