Dispersion parameter extension of precise generalized linear mixed model asymptotics

Aishwarya Bhaskaran and Matt P. Wand

Statistics & Probability Letters, 2023, vol. 193, issue C

Abstract: We extend a recent asymptotic normality theorem for generalized linear mixed models to include the dispersion parameter. The maximum likelihood estimators of all model parameters have asymptotically normal distributions with asymptotic mutual independence between fixed effects, covariance and dispersion parameters.

Keywords: Longitudinal data analysis; Maximum likelihood estimation; Multilevel models; Studentization (search for similar items in EconPapers)
Date: 2023
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DOI: 10.1016/j.spl.2022.109691

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