A note on conditions for the asymptotic normality of the conditional maximum likelihood estimator in log odds ratio regression

DOI10.1016/0167-7152(93)90182-IzbMath0792.62018WikidataQ61649146 ScholiaQ61649146MaRDI QIDQ689494

Andrew B. Forbes, Thomas J. Santner

Publication date: 26 July 1994

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

consistencyasymptotic normalityconditional maximum likelihood estimatorlog odds ratio regressionsparse strata asymptotics

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Linear inference, regression (62J99)

Cites Work

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• Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models
• On the existence of maximum likelihood estimates in logistic regression models
• A note on A. Albert and J. A. Anderson's conditions for the existence of maximum likelihood estimates in logistic regression models
• Odds ratio estimators when the data are sparse
• Use of the Logistic Model in Retrospective Studies
• Regression Analysis of the Log Odds Ratio: A Method for Retrospective Studies
• Consistent Estimates Based on Partially Consistent Observations

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