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

DOI10.1080/03610926.2011.552825zbMath1284.62159OpenAlexW2049513735MaRDI QIDQ4648646

Jin-Guan Lin, Qi-Bing Gao, Chun-hua Zhu, Yao-hua Wu

Publication date: 12 November 2012

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2011.552825

zbMATH Keywords

asymptotic normalityadaptive designsgeneralized linear models``working covariance matrixmaximum quasi-likelihood estimates

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Generalized linear models (logistic models) (62J12)

Related Items (1)

Empirical likelihood in generalized linear models with working covariance matrix

Cites Work

• Asymptotic normality of maximum quasi-likelihood estimators in generalized linear models with fixed design
• Asymptotic normality and strong consistency of maximum quasi-likelihood estimates in generalized linear models
• Strong consistency of maximum quasi-likelihood estimate in generalized linear models via a last time
• Sequential confidence regions of generalized linear models with adaptive designs
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