ABSTRACT
E( = jl;-2[( y(- fLt) 2 - PtlNote that because E(o-;.w):::::: a; the weighted estimate is approximately unbiased and would be exactly so if j11 was replaced by JL1• Zeger's estimate corresponds to choosing weights W~ = p~ and Brannas and Johansson's to choosing W~ = t'Li. Note also that these weighted estimates are not guaranteed to be positive. However, it is unlikely that a negative estimate will be produced from these methods if the test Sec. 2.3 is applied to determine if the latent process is present.
