Past exam of the mathematics course of the University of Cambridge / 2018 / ii / Paper 4 / 13J / b

Whenever players 1 and 2 occur, the linear predictor contains their parameters only throughFor any constants $a,b$, replacingleaves every fitted probability and hence the likelihood function unchanged. The parameterization is therefore nonidentifiable: at most ${\gamma }_{12}$ can be estimated uniquely. Hence there is no unique maximum-likelihood estimate of the three separate parameters.