重庆理工大学学报（自然科学版）2013，Vol.27Issue(3)：126-130,5.DOI:10.3969/j.issn.1674-8425(z).2013.03.026
广义线性模型拟似然估计的弱相合性
Weak Consistency of Quasi-Maximum Likelihood Estimates in Generalized Linear Models
摘要
Abstract
In this paper, we study the solution β^n of quasi-maximum likelihood equation Ln(β) = ∑i=1n XiH(X'iβ)Λ-1(X'iβ) (yi -h(X'iβ ) = 0 for generalized linear models. Under the assumption of an unnatural link function and other some mild conditions, we prove the convergence rate β^n - β0 ≠ op(Λn-1/2) and necessary conditions is when n→∞ , we have S-1n→0.
关键词
广义线性模型/拟似然估计/弱相合性/收敛速度Key words
generalized linear mode/ quasi-maximum likelihood estimation/ weak consistency/ convergence rate分类
数学引用本文复制引用
张戈,吴黎军..广义线性模型拟似然估计的弱相合性[J].重庆理工大学学报（自然科学版）,2013,27(3):126-130,5.
