Bootstrap for generalized linear models |
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| Authors: | Günter Rothe |
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| Institution: | 1. Zentrum für Umfragen, Methoden und Analysen (ZUMA) e. V., B2, 1, D-6800, Mannheim, West Germany
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| Abstract: | We consider the distribution of the (standardized) ML-estimator of the unknown parameter vector in a Generalized Linear Model with canonical link function. It will be shown that its (parametric) Bootstrap estimator is consistent under the same assumptions needed by Fahrmeir & Kaufmann (1985, 1986) to show its asymptotic normality. |
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