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In a seminal paper, Mak, Journal of the Royal Statistical Society B, 55, 1993, 945, derived an efficient algorithm for solving non‐linear unbiased estimation equations. In this paper, we show that when Mak's algorithm is applied to biased estimation equations, it results in the estimates that would come from solving a bias‐corrected estimation equation, making it a consistent estimator if regularity conditions hold. In addition, the properties that Mak established for his algorithm also apply in the case of biased estimation equations but for estimates from the bias‐corrected equations. The marginal likelihood estimator is obtained when the approach is applied to both maximum likelihood and least squares estimation of the covariance matrix parameters in the general linear regression model. The new approach results in two new estimators when applied to the profile and marginal likelihood functions for estimating the lagged dependent variable coefficient in the dynamic linear regression model. Monte Carlo simulation results show the new approach leads to a better estimator when applied to the standard profile likelihood. It is therefore recommended for situations in which standard estimators are known to be biased.

Journalists covering the 2000 presidential election controversy have had little trouble reconstructing the events of virtually every stage of the post-election process, reporting even privileged conversations among the candidates' lawyers. Yet one critical stage of the process remains shrouded in mystery: the behind-the-scenes events at the Supreme Court, which led to its decision in Bush v. Gore. Investigative reporting has produced only a few suggestive details. The Court has long insisted that it speaks through its opinions, and indeed the Court has left the public with only the Justices' statements at oral argument, and the various opinions themselves, from which to identify the considerations that motivated the Justices. Undoubtedly, this will not deter law professors, whose analyses are likely either to construct novel defenses, claiming that the Justices were acting consistently with constitutional doctrine, or to attack the decision as unjustified and result-oriented, again on doctrinal grounds. Law professors, however, do not have a good track record on Bush v. Gore. Although we do not have hard numbers, strong anecdotal evidence suggests that law professors generally predicted that the Court would not even take the case. If law professors cannot predict when the Court will act, one might ask, can we confidently rely on law professors to explain what happened now that the Court has acted? While we do not have evidence of predictions by judicial politics scholars concerning Bush v. Gore itself, the opening quotation reveals that at least two prominent judicial politics scholars anticipated the possibility not only of action in such a case, but also of a result consistent with the Court majority's ideological predilections. For judicial politics scholars, the notion that judges and Justices pursue their policy preferences is nothing new. That the five conservatives would vote for Bush and the four liberals would vote for Gore simply underscores the commonly held belief among political scientists that ...