Patric, Thank you for explanation. I thought that L(theta) is a score function and I was confused where this theta came from. In section slides it says that gamma=g(Xi,theta), but there is no explanation how we get this theta from given data. So, it's just a general term and the score function is ll'(gamma). Sincerely, Olena Ageyeva Date: Sun, 8 Mar 2009 18:12:49 -0500 From: plam at fas.harvard.edu To: gov2001-l at lists.fas.harvard.edu Subject: Re: [gov2001-l] PS5.1 the score function is simply the first derivative of the log-likelihood function. in the hw, there is only one parameter gamma, so i'm not sure where theta is. in my slides, theta was just a general term to represent the parameters (which is gamma in the hw). On Sun, Mar 8, 2009 at 2:28 PM, Olena Ageyeva <eageeva at hotmail.com> wrote: I have a question about the score function. Do we use the same log-likelihood function as we derive for gamma|y? If so, do we need to show "long hand work" for both gamma and theta? Sincerely, Olena Ageyeva Windows Live? Contacts: Organize your contact list. Check it out. _______________________________________________ gov2001-l mailing list gov2001-l at lists.fas.harvard.edu http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l -- Patrick Lam Department of Government and Institute for Quantitative Social Science, Harvard University http://www.people.fas.harvard.edu/~plam _________________________________________________________________ Express your personality in color! Preview and select themes for Hotmail?. http://www.windowslive-hotmail.com/LearnMore/personalize.aspx?ocid=TXT_MSGT…

while both 1.3 and 1.4 rely on the quadratic approximation, one is derived via simulation while the other is not. On Sun, Mar 8, 2009 at 9:47 PM, Lee, Clarence <clee at hbs.edu> wrote: -- Patrick Lam Department of Government and Institute for Quantitative Social Science, Harvard University http://www.people.fas.harvard.edu/~plam