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

DOI10.1080/03610926.2011.552825MaRDI QIDQ4648646zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

``working covariance matrixadaptive designsasymptotic normalitygeneralized linear modelsmaximum quasi-likelihood estimates

Mathematics Subject Classification ID

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

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Cites work

• Asymptotic normality and strong consistency of maximum quasi-likelihood estimates in generalized linear models
• Asymptotic normality of maximum quasi-likelihood estimators in generalized linear models with fixed design
• scientific article; zbMATH DE number 3945130 (Why is no real title available?)
• scientific article; zbMATH DE number 3708703 (Why is no real title available?)
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• scientific article; zbMATH DE number 3617410 (Why is no real title available?)
• Sequential confidence regions of generalized linear models with adaptive designs
• Strong consistency of maximum quasi-likelihood estimate in generalized linear models via a last time

Cited in

(9)

• Asymptotic properties of maximum quasi-likelihood estimators in generalized linear models with diverging number of covariates
• Empirical likelihood in generalized linear models with working covariance matrix
• Adaptive quasi-likelihood estimate in generalized linear models
• Quasi-likelihood estimation for GLM with random scales
• Asymptotic properties of maximum quasi-likelihood estimators in generalized linear models with adaptive designs
• Asymptotics of maximum quasi-likelihood estimates in generalized linear models with adaptive designs
• Asymptotic properties in generalized linear models with natural link function and adaptive designs
• Maximum likelihood estimation of generalized linear models for adaptive designs: Applications and asymptotics
• scientific article; zbMATH DE number 2202014 (Why is no real title available?)

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