12 = (∂µit,b|c ∂δt,12 )T W−1 it,12(yit2 − µit,b|c), (3) where µit,b|c is the conditional mean of yit2 given yi1 for fixed xit2,xi11, . . . ,xiT1, Wit,12 = (Diag(µit,b|c) − µit,b|cµ T it,b|c), and Diag(a) [...] 12) = const + N∑ i=1 {yT it2 log µit,b|c + (1− 1T Kyit2) log(1− 1T Kµit,b|c)} 27 where 1K is a (K×1) vector of ones, const is a term not involving δt,12 and µit,b|c is the vector of conditional means E(yit2|yi1 [...] block diagonal matrix Γi and ∂µi/∂β, ∂Σ11/∂δ11, ∂µit,b|c/∂δt,12 (t = 1, . . . , T ), ∂µitt′2/∂δ22,tt′ (t = 2, . . . , T , t′ = 1, . . . , t) and ∂µit,b|c/∂δ11 (t = 1, . . . , T ) in Bi, the estimating equations
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