Dispersion Parameter Extension of Precise Generalized Linear Mixed Model Asymptotics

DOI10.1016/J.SPL.2022.109691MaRDI QIDQ6407497arXivFDO

Authors Aishwarya Bhaskaran, M. P. Wand

Publication date 10 August 2022

Published in arXiv

Full work available at URL https://doi.org/10.1016/J.SPL.2022.109691

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Generalized linear models (logistic models) (62J12)

arXiv classification

math.STstat.TH

Abstract: We extend a recently established asymptotic normality theorem for generalized linear mixed models to include the dispersion parameter. The new results show that the maximum likelihood estimators of all model parameters have asymptotically normal distributions with asymptotic mutual independence between fixed effects, random effects covariance and dispersion parameters. The dispersion parameter maximum likelihood estimator has a particularly simple asymptotic distribution which enables straightforward valid likelihood-based inference.

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