In GLM with p covariates and an intercept, consider a situation in which a normal distribution...
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In GLM with p covariates and an intercept, consider a situation in which a normal distribution is assumed with a log link. (a) Describe the score function for maximum likelihood estimation of 3, a (p+1) 1-vector of regression coefficients (b) Give the asymptotic covariance matrix for BMLE and explain all terms in it. In GLM with p covariates and an intercept, consider a situation in which a normal distribution is assumed with a log link. (a) Describe the score function for maximum likelihood estimation of 3, a (p+1) 1-vector of regression coefficients (b) Give the asymptotic covariance matrix for BMLE and explain all terms in it.
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