Asymptotic Properties of Maximum Quasi-Likelihood Estimates in Generalized Linear Models with “Working” Covariance Matrix and Adaptive Designs

DOI10.1080/03610926.2011.552825zbMATH Open1284.62159OpenAlexW2049513735MaRDI QIDQ4648646FDOQ4648646

Authors: Jinguan Lin, Qi-Bing Gao, Chun-hua Zhu, Yaohua Wu 

Publication date: 12 November 2012

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2011.552825

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zbMATH Keywords

asymptotic normalitygeneralized linear modelsadaptive designs``working covariance matrixmaximum quasi-likelihood estimates

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Generalized linear models (logistic models) (62J12)

Cites Work

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• Sequential confidence regions of generalized linear models with adaptive designs
• Asymptotic normality and strong consistency of maximum quasi-likelihood estimates in generalized linear models
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• Strong consistency of maximum quasi-likelihood estimate in generalized linear models via a last time
• Asymptotic normality of maximum quasi-likelihood estimators in generalized linear models with fixed design
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Cited In (9)

• Title not available (Why is that?)
• Empirical likelihood in generalized linear models with working covariance matrix
• Adaptive quasi-likelihood estimate in generalized linear models
• Asymptotic properties of maximum quasi-likelihood estimators in generalized linear models with diverging number of covariates
• Asymptotics of maximum quasi-likelihood estimates in generalized linear models with adaptive designs
• Asymptotic properties of maximum quasi-likelihood estimators in generalized linear models with adaptive designs
• Quasi-likelihood estimation for GLM with random scales
• Maximum likelihood estimation of generalized linear models for adaptive designs: Applications and asymptotics
• Asymptotic properties in generalized linear models with natural link function and adaptive designs

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