We consider here the problem of computing the mean vector and covariance matrix for a conditional normal distribution, considering especially a sequence of problems where the conditioning variables are changing. The sweep operator provides one simple general approach that is easy to implement...

The contribution of generalized method of moments (Hansen and Singleton, 1982) was to allow frequentist inference regarding the parameters of a nonlinear structural model without having to solve the model, provided there were no latent variables. The contribution of this paper is the same with...

The applied research resource allocation decision process in a complex, hierarchical federal organization is explored in this paper. This decision process includes the identification of research objectives and the funding of projects selected to achieve the objectives. The hierarchical,...

The papers collected in the two volumes Nonlinear Models focus on the asymptotic theory of parameter estimators of nonlinear single equation models and systems of nonlinear models, in particular weak and strong consistency, asymptotic normality, and parameter inference, for cross-sections as...

The fixed parameters of the nonlinear mixed effects model and the density of the random effects are estimated jointly by maximum likelihood. The density of the random effects is assumed to be smooth but is otherwise unrestricted. The method uses a series expansion that follows from the...