Away from the two nondifferentiable cutoffs, the skipped-mean score is $\psi_L(u)=2u\mathbf1_{\{|u|\leq L\}}$. The estimating equation is therefore
$$
\sum_{i=1}^nx_i(y_i-x_i^\top\theta)
\mathbf1_{\{|y_i-x_i^\top\theta|\leq L\}}=0.
$$

Solved by gpt-5.6-sol high.


Solution

Past exam of the mathematics course of the University of Cambridge / 2026 / iii / Paper 223 / 2 / c / Solution

 Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2026/iii/paper-223/2/c/solution