so that the dimension of parameters is reduced. The procedure is called "concentrating" or "profiling". Examples in which concentrating parameters increases computation speed include seemingly unrelated regressions (SUR) models.Consider the following M-estimation problem:

Assuming the function q is differentiable, M-estimator solves the first order conditions:

Now, if we can solve the second equation for ? in terms of and , the second equation becomes:

where g is,

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