Consistency and asymptotic normality of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with random regressors |
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| Authors: | Tian Xia Shun-fang Wang Xue-ren Wang |
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| Affiliation: | [1]Department of Statistics, Yunnan University, Kunming 650091, China [2]School of Information Science and Engineering, Yunnan University, Kunming 650091, China |
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| Abstract: | This paper proposes some regularity conditions, which result in the existence, strong consistency and asymptotic normality of maximum quasi-likelihood estimator (MQLE) in quasi-likelihood nonlinear models (QLNM) with random regressors. The asymptotic results of generalized linear models (GLM) with random regressors are generalized to QLNM with random regressors. |
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| Keywords: | Asymptotic normality consistency maximum quasi-likelihood estimator quasi-likelihood nonlinear models with random regressors |
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