A note on conditions for the asymptotic normality of the conditional maximum likelihood estimator in log odds ratio regression

Andrew B. Forbes and Thomas J. Santner

Statistics & Probability Letters, 1993, vol. 18, issue 2, 137-146

Abstract: Conditional maximum likelihood estimation is widely used in epidemiological practice for log odds ratio regression problems. Andersen (1970) discusses conditions under which the conditional maximum likelihood estimator is consistent and asymptotically normal in settings where no covariates are present. This paper shows that an application of results of Fahrmeir and Kaufmann (1985) yields simple conditions under which the conditional MLE of the odds ratio regression coefficients is consistent and asymptotically normal.

Keywords: Conditional; maximum; likelihood; estimator; log; odds; ratio; regression; sparse; strata; asymptotics (search for similar items in EconPapers)
Date: 1993
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