Weak Consistency of Quasi-Maximum Likelihood Estimates in Multivariate Generalized Linear Models
Ue H · 2006
In this paper,we study quasi-likelihood equation sum from i=1 to n X_i(y_i-μ(X_i~1β))= 0 for muttivariate generalized linear models(GLMs).Under mild conditions,we prove the asymptotic existence of the solution■to the above equation and present its convergence rate,that is■-■= O_p(■),whereβ_0 is the true value of parameter β and ■ denotes the smallest eigenvalue of the matrix S,,sum from i=1 to n X_iX_i~1.