Let Î²Ì M = log (p +1 p 2+ /p +2 p 1+ ) refer to marginal

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Let Î²Ì‚_M= log (p₊₁p₂₊/p₊₂p₁₊) refer to marginal model (10.6) and Î²Ì‚_C= log (n₂₁/n₁₂) to conditional model (10.8). Using the delta method, show that the asymptotic variance of ˆšn(Î²Ì‚_M€“ Î²_M) is

(Ï€₁₊ Ï€₂₊)^€“1 + (Ï€₊₁ Ï€₊₂)^€“1 €“ 2(Ï€₁₁ Ï€₂₂ €“ Ï€₁₂ Ï€₂₁)/(Ï€₁₊ Ï€₂₊ Ï€₊₁ Ï€₊₂).

Under the independence condition of the previous problem, Î²_M = Î²_C. In that case, show that the asymptotic variances satisfy

var n (BM )] -(π, προ) + (π, π, ) < (πι, προ)+ (π.1 ρ+)7!. - + σ- ar ( β ] %3D νε

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Categorical Data Analysis

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Let Î²Ì M = log (p +1 p 2+ /p +2 p 1+ ) refer to marginal

Question:

var n (BM )] -(π, προ) + (π, π, ) < (πι, προ)+ (π.1 ρ+)7!. - + σ- ar ( β ] %3D νε

Step by Step Answer:

Since M log 1 1 1 1 1 1 M 1 1 1 11 1 1 1 1 1 and M 1 11 1 1 1 1 1 1 1 The covariance matrix of ...View the full answer

Categorical Data Analysis

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