Strong consistency of maximum quasi-likelihood estimates in generalized linear models

查看全文 作　　者：YiN Changming ZHAO [1]Lincheng

机构地区：[1]Department of Statistics and Finance, University of Science and Technology of China, Hefei 230026, China Department of Statistics and Finance, University of Science and Technology of China, Hefei 230026, China

出　　处：《Science China Mathematics》索引2005年第48卷第8期,共6页

基　　金：This work was partially supported by the National Natural Science Foundation of China(Grant Nos.10171094&10471136);Ph.D.Program Foundation of Ministry of Education of China;Special Foundations of the Chinese Academy of Science and USTC. 摘　　要：In a generalized linear model with q × 1 responses, bounded and fixed p × qregressors Zi and general link function, under the most general assumption on the mini-mum eigenvalue of∑ni=1n ZiZ'i, the moment condition on responses as weak as possibleand other mild regular conditions, we prove that with probability one, the quasi-likelihoodequation has a solutionβn for all large sample size n, which converges to the true regres-sion parameterβo. This result is an essential improvement over the relevant results in literature. 关键词：GENERALIZED linear models, QUASI-LIKELIHOOD estimate, STRONG consistency.

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Strong consistency of maximum quasi-likelihood estimates in generalized linear models

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