Asymptotic properties of approximate maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with random effects

被引：1

作者：

Xia, Tian ^{[1
]}

Jiang, Xuejun ^{[2
]}

Wang, Xueren ^{[3
]}

机构：

[1] Guizhou Univ Finance & Econ, Sch Math & Stat, Guiyang 550025, Guizhou, Peoples R China

[2] South Univ Sci & Technol China, Dept Math, Shenzhen, Peoples R China

[3] Yunnan Univ, Dept Stat, Kunming, Yunnan, Peoples R China

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2019年 / 48卷 / 08期

基金：

中国国家自然科学基金;

关键词：

Approximate maximum quasi-likelihood estimator; asymptotic normality; consistency; fixed effects; quasi-likelihood nonlinear models with random effects; GENERALIZED LINEAR-MODELS; STRONG CONSISTENCY; DIAGNOSTICS;

D O I：

10.1080/03610926.2018.1440311

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：

Quasi-likelihood nonlinear models with random effects (QLNMWRE) include generalized linear models with random effects and quasi-likelihood nonlinear models as special cases. In this paper, some regularity conditions analogous to those given by Breslow and Clatyton (1993) are proposed. On the basis of the proposed regularity conditions and Laplace approximation, the existence, the strong consistency and asymptotic normality of the approximate maximum quasi-likelihood estimation of the fixed effects are proved in QLNMWRE.

引用

页码：1890 / 1901

页数：12

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