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Fisher Consistency / Fisher Consistent Estimation
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Definition of Fisher Consistency / Fisher Consistent Estimation: Fisher consistency is a necessary condition for maximum likelihood estimation to be consistent. Maximizing the likelihood function L gives an estimate for parameter b that is Fisher-consistent if:

E[d(ln L)/db]=0 at b=b0, where b0 is the true value of b.

Another interpretation or phrasing: "An estimation procedure is Fisher consistent if the parameters of interest solve the population analog of the estimation problem." (Wooldridge). (Econterms)

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