Lecture Notes-Monograph Series, Vol. 49, Optimality: The Second Erich L. Lehmann Symposium (2006), pp. 291-311 (21 pages) We analyze the (unconditional) distribution of a linear predictor that is ...
In this paper we consider nonlinear models with an arbitrary number of covariates for which the information additionally depends on the value of the linear predictor. We establish the general result ...
where and are the MLEs of and . The estimated standard error of is ,which can be computed as the square root of the quadratic form where is the estimated covariance ...
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