Abstract: | In a generalized linear model with q× 1 responses, bounded and fixed p × q regressors Zi and general link function, under the most general assumption on the minimum eigenvalue of the moment condition on responses as weak as possible and other mild regular conditions, we prove that with probability one, the quasi-likelihood equation has a solution n for all large sample size n, which converges to the true regression parameter β0. This result is an essential improvement over the relevant results in literature. |