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Asymptotic properties of maximum quasi-likelihood estimators in generalized linear models with adaptive designs |
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| Authors: | Qi-Bing Gao Chun-Hua Zhu Yao-Hua Wu |
| Affiliation: | 1. Department of Mathematics , Southeast University , Nanjing , 210096 , People's Republic of China;2. Department of Finance &3. Mathematics , Nanjing Normal University , Nanjing , 210097 , People's Republic of China;4. Department of Statistics , Nanjing Audit University , Nanjing , 211815 , People's Republic of China;5. Department of Statistics &6. Finance , University of Science and Technology of China , Hefei , 230026 , People's Republic of China |
| Abstract: | In this paper, we present the asymptotic properties of maximum quasi-likelihood estimators (MQLEs) in generalized linear models with adaptive designs under some mild regular conditions. The existence of MQLEs in quasi-likelihood equation is discussed. The rate of convergence and asymptotic normality of MQLEs are also established. The results are illustrated by Monte-Carlo simulations. |
| Keywords: | generalized linear models adaptive designs quasi-likelihood estimators asymptotic normality |