Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models (Q1077113)
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scientific article; zbMATH DE number 3956236
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| English | Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models |
scientific article; zbMATH DE number 3956236 |
Statements
Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models (English)
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1985
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For generalized linear models with natural or nonnatural link functions, the authors propose some mild general conditions which, respectively, assure weak or strong consistency or asymptotic normality of the maximum likelihood estimators. Comparison of and relations among the conditions and other conditions which have been considered in previous works are made. Verification of the conditions and some examples are also discussed.
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regressors with a compact range
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exponential family
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logit model
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categorical response models
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weak consistency
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generalized linear models
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link functions
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strong consistency
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asymptotic normality
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maximum likelihood estimators
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0.8983564376831055
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0.8767792582511902
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0.8604065775871277
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0.8398269414901733
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0.8369756937026978
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