[R] Some matrix and sandwich questions

Christian Ritz ritz at life.ku.dk
Tue Oct 30 17:56:52 CET 2007

Hi again,

in the MLE setting the score function (no expectation taken) is the 
estimating function. So for the OLS situation the basic estimating 
function is: (in the terminology of Zeileis' paper)

psi(x,y,beta) = (y - x^t beta) x^t


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