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-IMaRDI QIDQ689494zbMATH OpenWikidataFDO

Authors Andrew B. Forbes, Thomas Santner

Publication date 26 July 1994

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

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)

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Cites work

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• A note on A. Albert and J. A. Anderson's conditions for the existence of maximum likelihood estimates in logistic regression models
• Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models
• Consistent Estimates Based on Partially Consistent Observations
• Odds ratio estimators when the data are sparse
• On the existence of maximum likelihood estimates in logistic regression models
• Regression Analysis of the Log Odds Ratio: A Method for Retrospective Studies
• 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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