Consistent Estimation of Scaled Coefficients

Cover Consistent Estimation of Scaled Coefficients
Consistent Estimation of Scaled Coefficients
Thomas M Stoker
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5) gives the result of Theorem 1. The earlier interpretation of the scaling factor T as the effect on E(y) of varying r)=E (Z ) =a + i-'o' + 8 ' B is obvious from (4. 5). Finally, since p"(Zie'0) is in exponential family form with driving variable Z, another application of the same results from Stoker ( 1 982) indicates that T is the a. S. Limit of the OLS regression coefficient of yk on Zi, = a + Xk'0.
It is useful at this point to discuss the results of Ruud

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