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Some matrix and sandwich questions

On 10/30/07, Christian Ritz <ritz at life.ku.dk> wrote:

            
Thanks!  That's super helpful.
This is also very helpful, although I still have questions about
terminology (because I am unfamiliar with the phrase "empirical
estimating function").  Is the term "empirical estimating function"
equivalent to "the expectation of the score set equal to zero" where
score is the vector of first derivatives of the (log) likelihood
function?

I think that the paper is written at a higher level of abstraction
about estimators than I am used to.  I'd be grateful if someone could
briefly help me understand the Zeileis paper using either MLE, or even
OLS, *examples*.

Thanks very much.

Best,
Michael