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On the Efficient Influence Function and the Efficient Score Function

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  • Andries Lenstra

    (Vrije Universiteit Amsterdam)

Abstract

Efficient influence functions and efficient score functions are representations of derivatives of maps. The invariance of theformer under changes of parametrization, and the formula relating the efficient influence function for the projection of aparameter to the efficient score function, turn out to be immediate results of diagram chasing, rather than following fromformal calculations.

Suggested Citation

  • Andries Lenstra, 1997. "On the Efficient Influence Function and the Efficient Score Function," Tinbergen Institute Discussion Papers 97-020/4, Tinbergen Institute.
    • Handle: RePEc:tin:wpaper:19970020
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    File URL: https://papers.tinbergen.nl/97020.pdf
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