Asymptotic Properties of Maximum Quasi-Likelihood Estimates in Generalized Linear Models with "Working" Covariance Matrix and Adaptive Designs

被引：2

作者：

Gao, Qi-Bing ^{[1
,2
]}

Lin, Jin-Guan ^{[1
]}

Zhu, Chun-Hua ^{[3
]}

Wu, Yao-Hua ^{[4
]}

机构：

[1] Southeast Univ, Dept Math, Nanjing 210096, Jiangsu, Peoples R China

[2] Nanjing Normal Univ, Sch Math Sci, Nanjing, Jiangsu, Peoples R China

[3] Nanjing Audit Univ, Dept Stat, Nanjing, Jiangsu, Peoples R China

[4] Univ Sci & Technol China, Dept Stat & Finance, Hefei 230026, Peoples R China

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2012年 / 41卷 / 19期

关键词：

Adaptive designs; Asymptotic normality; Generalized linear models; Maximum quasi-likelihood estimates; Working" Covariance Matrix; STRONG CONSISTENCY; NORMALITY;

D O I：

10.1080/03610926.2011.552825

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this article, for the generalized linear models (GLMs) with "working" covariance matrix and adaptive designs, we develop the asymptotic properties of maximum quasi-likelihood estimators (MQLEs) under some mild regular conditions. The existence of MQLEs in quasi-likelihood equation, the rate of convergence and asymptotic normality of MQLEs are presented. The results are illustrated by Monte-Carlo simulations.

引用

页码：3544 / 3561

页数：18

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