In a generalized linear model with q x 1 responses,the bounded and fixed(or adaptive)p×q regressors Zi and the general link function,under the most general assumption on the minimum eigenvalue of ZiZ'i,the mo...In a generalized linear model with q x 1 responses,the bounded and fixed(or adaptive)p×q regressors Zi and the general link function,under the most general assumption on the minimum eigenvalue of ZiZ'i,the moment condition on responses as weak as possible and the other mild regular conditions,we prove that the maximum quasi-likelihood estimates for the regression parameter vector are asymptotically normal and strongly consistent.展开更多
Generalized linear models are usually adopted to model the discrete or nonnegative responses.In this paper,empirical likelihood inference for fixed design generalized linear models with longitudinal data is investigat...Generalized linear models are usually adopted to model the discrete or nonnegative responses.In this paper,empirical likelihood inference for fixed design generalized linear models with longitudinal data is investigated.Under some mild conditions,the consistency and asymptotic normality of the maximum empirical likelihood estimator are established,and the asymptotic χ^(2) distribution of the empirical log-likelihood ratio is also obtained.Compared with the existing results,the new conditions are more weak and easy to verify.Some simulations are presented to illustrate these asymptotic properties.展开更多
基金supported by the National Natural Science Foundation of China(Grant No.10471136)Ph.D.Program Foundation of Ministry of Education of China and Special Foundation of the Chinese Academy of Science and USTC.
文摘In a generalized linear model with q x 1 responses,the bounded and fixed(or adaptive)p×q regressors Zi and the general link function,under the most general assumption on the minimum eigenvalue of ZiZ'i,the moment condition on responses as weak as possible and the other mild regular conditions,we prove that the maximum quasi-likelihood estimates for the regression parameter vector are asymptotically normal and strongly consistent.
基金supported by the Natural Science Foundation of China under Grant Nos.12031016,11061002,11801033,12071014 and 12131001the National Social Science Fund of China under Grant No.19ZDA121the Natural Science Foundation of Guangxi under Grant Nos.2015GXNSFAA139006 and LMEQF。
文摘Generalized linear models are usually adopted to model the discrete or nonnegative responses.In this paper,empirical likelihood inference for fixed design generalized linear models with longitudinal data is investigated.Under some mild conditions,the consistency and asymptotic normality of the maximum empirical likelihood estimator are established,and the asymptotic χ^(2) distribution of the empirical log-likelihood ratio is also obtained.Compared with the existing results,the new conditions are more weak and easy to verify.Some simulations are presented to illustrate these asymptotic properties.
