[R] Some matrix and sandwich questions

Michael Ash mash at econs.umass.edu
Tue Oct 30 18:24:15 CET 2007

On 10/30/07, Christian Ritz <ritz at life.ku.dk> wrote:
> 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

Thanks!  That was extremely helpful---maybe it could even be added to
the documentation of estfun() and meat()

(Having the OLS example in the bread() documentation made it much
easier for me to understand the broader concept.)

Much gratitude and best regards,
M. Ash

PS By "expectation" I meant the average of the observation-wise terms...

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