Question: The linearization estimator of V (á¸) can be found by the method outlined in Section 9.1 (see Shah et al., 1977). However, the calculations are
The linearization estimator of V (á¸) can be found by the method outlined in Section 9.1 (see Shah et al., 1977). However, the calculations are easier using the DemnatiRao (2004) method discussed in Exercise 23 of Chapter 9. Show (11.11) using the DemnatiRao method. Use the fact that if F is a nonsingular matrix whose entries are functions of u, then
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aF-I du
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