Asymptotic properties of the maximum likelihood estimate in generalized linear models with stochastic regressors

DOI10.1007/S10114-005-0693-3zbMath1110.62030OpenAlexW2086245987MaRDI QIDQ882728

Jie-Li Ding, X. R. Chen

Publication date: 24 May 2007

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10114-005-0693-3

zbMATH Keywords

consistencyasymptotic normalitygeneralized linear models

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Generalized linear models (logistic models) (62J12)

Related Items (5)

Empirical likelihood for generalized linear models with fixed and adaptive designs ⋮ Strong consistency of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with stochastic regression ⋮ Some approximations of the logistic distribution with application to the covariance matrix of logistic regression ⋮ Semiparametric empirical likelihood estimation for two-stage outcome-dependent sampling under the frame of generalized linear models ⋮ Quasi-maximum likelihood estimators in generalized linear models with autoregressive processes

Cites Work

• Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models
• Strong consistency of maximum quasi-likelihood estimators in generalized linear models with fixed and adaptive designs
• Nonparametric quasi-likelihood
• Maximum likelihood estimation in misspecified generalized linear models
• Unnamed Item

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