August 2009
Intermediate to advanced
648 pages
17h 35m
English
Section 10.5 provides a brief overview of the methodological ideas behind conditional asymptotic inference. For the model
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you partition the s + t vector β into components β0, an s × 1 vector of stratum-specific intercepts, and β1, a t × 1 vector of parameters of interest. For this discussion, consider β0 to include the stratum-specific intercepts and/or any other nuisance parameters, that is, parameters that correspond to explanatory variables beyond the ones of interest. Consider β1 to be a vector of parameters of interest. Partition X into a corresponding X0 and X1.
The sufficient statistics ...
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