Asymptotic Normality of Multi-Dimension Quasi Maximum Likelihood Estimate in Generalized Linear Models withAdaptive Design

作     者：LI Guoliang GAO Qibing LIU Luqin 

作者机构：School of Mathematics and Statistics Wuhan University Wuhan 430072 Hubei China Department of Statistics and Finance University of Science and Technology of China Hefei 230026 Anhui China 

出 版 物：《Wuhan University Journal of Natural Sciences》 (武汉大学学报（自然科学英文版）)

年 卷 期：2006年第11卷第2期

页      面：328-332页

学科分类：02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学（可授理学、经济学学位）] 070103[理学-概率论与数理统计] 0701[理学-数学] 

基　　金：SupportedbytheNationalNaturalScienceFoundationofChina(10371092) 

主　　题：generalized linear model(GLM) adaptive desigm the quasi likelihood estimate asymptotic normality 

摘      要：We study the quasi likelihood equation in Generalized Linear Models（GLM） with adaptive design ∑（i=1）^n xi（yi-h（x＇iβ））=0, where yi is a q=vector, and xi is a p×q random matrix. Under some assumptions, it is shown that the Quasi- Likelihood equation for the GLM has a solution which is asymptotic normal.