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