A note on conditions for the asymptotic normality of the conditional maximum likelihood estimator in log odds ratio regression

DOI10.1016/0167-7152(93)90182-IzbMATH Open0792.62018WikidataQ61649146 ScholiaQ61649146MaRDI QIDQ689494FDOQ689494

Authors: Andrew B. Forbes, Thomas Santner 

Publication date: 26 July 1994

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

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zbMATH Keywords

asymptotic normalityconsistencyconditional maximum likelihood estimatorlog odds ratio regressionsparse strata asymptotics

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear inference, regression (62J99) Asymptotic distribution theory in statistics (62E20)

Cites Work

• On the existence of maximum likelihood estimates in logistic regression models
• Title not available (Why is that?)
• Title not available (Why is that?)
• Consistent Estimates Based on Partially Consistent Observations
• Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models
• Title not available (Why is that?)
• Title not available (Why is that?)
• Odds ratio estimators when the data are sparse
• A note on A. Albert and J. A. Anderson's conditions for the existence of maximum likelihood estimates in logistic regression models
• Title not available (Why is that?)
• Regression Analysis of the Log Odds Ratio: A Method for Retrospective Studies
• Title not available (Why is that?)
• Use of the Logistic Model in Retrospective Studies

Cited In (1)

• The asymptotic covariance matrix of the odds ratio parameter estimator in semiparametric log-bilinear odds ratio models

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