Interest-respecting reparametrization (source code)

= Interest-respecting reparametrization

= Interest-respecting reparameterization
{synonym}

An interest-respecting reparametrization preserves the parameter of interest, or changes it only by a one-to-one function of itself. The <nuisance parameter> may depend on both old parameters, provided the complete transformation is smoothly invertible. Thus the level sets representing the inferential target are unchanged. Orthogonality can be sought by choosing the new nuisance coordinate along solutions of the <orthogonalization equation for two statistical parameters>.