摘要
In generalized linear models with fixed design, under the assumption λ↑_n→∞ and other regularity conditions, the asymptotic normality of maximum quasi-likelihood estimator ^↑βn, which is the root of the quasi-likelihood equation with natural link function ∑i=1^n Xi(yi -μ(Xi′β)) = 0, is obtained, where λ↑_n denotes the minimum eigenvalue of ∑i=1^nXiXi′, Xi are bounded p × q regressors, and yi are q × 1 responses.
基金
the National Natural Science Foundation of China under Grant Nos.10171094,10571001,and 30572285
the Foundation of Nanjing Normal University under Grant No.2005101XGQ2B84
the Natural Science Foundation of the Jiangsu Higher Education Institutions of China under Grant No.07KJD110093
the Foundation of Anhui University under Grant No.02203105