TITLE

Asymptotic Properties of the Maximum Likelihood Estimate in Generalized Linear Models with Stochastic Regressors

AUTHOR(S)
Ding, Jie Li; Chen, Xi Ru
PUB. DATE
October 2006
SOURCE
Acta Mathematica Sinica;Oct2006, Vol. 22 Issue 6, p1679
SOURCE TYPE
Academic Journal
DOC. TYPE
Article
ABSTRACT
For generalized linear models (GLM), in case the regressors are stochastic and have different distributions, the asymptotic properties of the maximum likelihood estimate (MLE) $$ \overset{\lower0.5em\hbox{$\smash{\scriptscriptstyle\frown}$}}{\beta } _{n} $$ of the parameters are studied. Under reasonable conditions, we prove the weak, strong consistency and asymptotic normality of $$ \overset{\lower0.5em\hbox{$\smash{\scriptscriptstyle\frown}$}}{\beta } _{n} $$ .
ACCESSION #
22615837

 

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