Asymptotic properties of approximate maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with random effects. Issue 8 (18th April 2019)

• Record Type: Journal Article
• Authors: Xia, Tian; Jiang, Xuejun; Wang, Xueren
• Is Part Of: Communications in statistics. Volume 48:Issue 8(2019)
• Page Start: 1890
• Page End: 1901
• Publication Date: 2019-04-18
• Subjects: Approximate maximum quasi-likelihood estimator -- asymptotic normality -- consistency -- fixed effects -- quasi-likelihood nonlinear models with random effects.; Primary 62F12, 62J02 -- Secondary 62J12; Mathematical statistics -- Periodicals; Mathematics; Statistics; 519.2
• DOI: 10.1080/03610926.2018.1440311
• Languages: English
• ISSNs: 0361-0926

Abstract

ABSTRACT: 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.