Asymptotic normality of multi-dimension quasi maximum likelihood estimate in generalized linear models with adaptive design
Guoliang Li, Gao Qibing, Liu Luqin
Abstract
Guoliang Li, Gao Qibing, Liu Luqin
Abstract
We study the quasi likelihood equation in Generalized Linear Models (GLM) with adaptive design $$\sum\limits_{i = 1}^n {x_i } (y_i - h(x'_i \beta )) = 0$$ ,where yi, is aq-vector, andx i , is ap×q random matrix. Under some assumptions, it is shown that the Quasi-Likelihood equation for the GLM has a solution which is asymptotic normal.
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We study the quasi likelihood equation in Generalized Linear Models (GLM) with adaptive design $$\sum\limits_{i = 1}^n {x_i } (y_i - h(x'_i \beta )) = 0$$ ,where yi, is aq-vector, andx i , is ap×q random matrix. Under some assumptions, it is shown that the Quasi-Likelihood equation for the GLM has a solution which is asymptotic normal.
Key concepts: Mathematics, Generalized linear model, Applied mathematics, Local asymptotic normality, Dimension (graph theory), Asymptotic distribution, Normality, Generalized estimating equation