2006•Wuhan University Journal of Natural SciencesRequires access

Asymptotic normality of multi-dimension quasi maximum likelihood estimate in generalized linear models with adaptive design

Guoliang Li, Gao Qibing, Liu Luqin

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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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What this paper is about

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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Available 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.

Key concepts: Mathematics, Generalized linear model, Applied mathematics, Local asymptotic normality, Dimension (graph theory), Asymptotic distribution, Normality, Generalized estimating equation

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