Generalized mixed estimator for nonlinear models: a maximum likelihood approach

DOI10.1080/07474939708800374MaRDI QIDQ4355147zbMATH OpenOpenAlexFDO

Authors Pene Kalulumia, Denis Bolduc

Publication date 25 June 1998

Published in Econometric Reviews (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474939708800374

zbMATH Keywords

asymptotic normalityconsistencymaximum likelihoodmixed regressionstochastic linear constraints

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) General nonlinear regression (62J02) Parametric inference under constraints (62F30)

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Cites work

• A Remark on Hausman's Specification Test
• A mean square error test when stochastic restrictions are used in regression
• Asymptotic Properties of Non-Linear Least Squares Estimators
• Schur complements and statistics

Cited in

(8)

• Maximum likelihood estimation in nonlinear mixed effects models
• Estimating Nonlinear Models by Maximum Likelihood for the Exponential Family
• On generalized max-linear models and their statistical interpolation
• General instrumental variables estimation under stochastic linear restrictions
• A general formulation of nonlinear mixed effect models and its application
• Maximum likelihood estimation for simplex distribution nonlinear mixed models via the stochastic approximation algorithm
• High-Order Analysis of the Efficiency Gap for Maximum Likelihood Estimation in Nonlinear Gaussian Models
• scientific article; zbMATH DE number 1552156 (Why is no real title available?)

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