2008•Unpublished venueRequires access

Asymptotics of maximum quasi-likelihood estimates in generalized linear models with adaptive designs

Liu Xiao-hong

Open publisher page 1 citations

Abstract

In a generalized linear model with adaptive designs,under the most general assumption on the minimum eigenvalue of Fisher information matrix,the moment condition on responses as weak as possible and other mild regular conditions,it is proved that the maximum quasi-likelihood estimates for the regression parameter vector are strongly consistent and asymptotically normal.

About this research paper

What this paper is about

In a generalized linear model with adaptive designs,under the most general assumption on the minimum eigenvalue of Fisher information matrix,the moment condition on responses as weak as possible and other mild regular conditions,it is proved that the maximum quasi-likelihood estimates for the regression parameter vector are strongly consistent and asymptotically normal.

Why it matters

OpenAlex reports 1 citations for this work. Citation counts describe recorded attention and do not establish research quality.

Key contribution

A contribution statement is not available in the OpenAlex record.

Method / approach

Method details are not available in the OpenAlex metadata.

Main findings

Findings are not separately available in the OpenAlex metadata.

Limitations

Limitations are not available in the OpenAlex metadata.

Applications

Application details are not available in the OpenAlex metadata.

Available abstract

In a generalized linear model with adaptive designs,under the most general assumption on the minimum eigenvalue of Fisher information matrix,the moment condition on responses as weak as possible and other mild regular conditions,it is proved that the maximum quasi-likelihood estimates for the regression parameter vector are strongly consistent and asymptotically normal.

Key concepts: Mathematics, Fisher information, Eigenvalues and eigenvectors, Applied mathematics, Generalized linear model, Moment (physics), Maximum likelihood, Linear model

Related papers

Back to paper searchBrowse research topicsOriginal source
Asymptotics of maximum quasi-likelihood estimates in generalized linear models with adaptive designs — Research Paper | ScholarLens