## Asymptotic Normality of QuasiMaximum Likelihood Estimator in Generalized I . inear Models EJ 2

- Gao Qibing, Wu Yaohua
- J Sys Sci and Math Sci
- 2004

@article{Guoliang2008AsymptoticNO, title={Asymptotic normality of multi-dimension quasi maximum likelihood estimate in generalized linear models with adaptive design}, author={Li Guoliang and Gao Qibing and Liu Luqin}, journal={Wuhan University Journal of Natural Sciences}, year={2008}, volume={11}, pages={328-332} }

- Published 2008 in Wuhan University Journal of Natural Sciences
DOI:10.1007/BF02832115

We study the quasi likelihood equation in Generalized Linear Models (GLM) with adaptive design $$\sum\limits_{i = 1}^n {x_i } (y_i - h(x'_i \beta )) = 0$$ ,where yi, is aq-vector, andx i , is ap×q random matrix. Under some assumptions, it is shown that the Quasi-Likelihood equation for the GLM has a solution which is asymptotic normal.

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