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Asymptotic properties of approximate maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with random effects

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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… Click to show full 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.

Keywords: nonlinear models; models random; likelihood nonlinear; random effects; quasi likelihood

Journal Title: Communications in Statistics - Theory and Methods
Year Published: 2019

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