Efficiency of Projected Score Methods in Rectangular Array Asymptotics
矩形阵列渐近框架下投影得分方法的效率
Summary The paper considers a rectangular array asymptotic embedding for multistratum data sets, in which both the number of strata and the number of within-stratum replications increase, and at the same rate. It is shown that under this embedding the maximum likelihood estimator is consistent but not efficient owing to a non-zero mean in its asymptotic normal distribution. By using a projection operator on the score function, an adjusted maximum likelihood estimator can be…