Asymptotic properties of approximate maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with random effects

作者：Xia, Tian^*; Jiang, Xuejun; Wang, Xueren

来源：Communications in Statistics - Theory and Methods, 2019, 48(8): 1890-1901.

DOI：10.1080/03610926.2018.1440311

• Approximate maximum quasi-likelihood estimator
• asymptotic normality
• consistency
• fixed effects
• quasi-likelihood nonlinear models with random effects

Quasi-likelihood nonlinear models with random effects (QLNMWRE) include generalized linear models with random effects and quasi-likelihood nonlinear models as special cases. In this paper, some regularity conditions analogous to those given by Breslow and Clatyton (1993) are proposed. On the basis of the proposed regularity conditions and Laplace approximation, the existence, the strong consistency and asymptotic normality of the approximate maximum quasi-likelihood estimation of the fixed effects are proved in QLNMWRE.

• 出版日期2019
• 单位南方科技大学; 贵州财经大学; 云南大学