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Strong consistency of maximum quasi-likelihood estimates in generalized linear models
Authors:Changming?Yin,Lincheng?Zhao  author-information"  >  author-information__contact u-icon-before"  >  mailto:lczhao@ustc.edu.cn"   title="  lczhao@ustc.edu.cn"   itemprop="  email"   data-track="  click"   data-track-action="  Email author"   data-track-label="  "  >Email author
Affiliation:Department of Statistics and Finance, University of Science and Technology of China, Hefei 230026, China
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
$$sumnolimits_{i = 1}^n {Z_i Z'_i } $$
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
$$hat beta $$
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.
Keywords:generalized linear models   quasi-likelihood estimate   strong consistency
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