Second-order asymptotic efficiency of PMLE in generalized linear models

Hua Liang

Statistics & Probability Letters, 1995, vol. 24, issue 3, 273-279

Abstract: In this paper, the author discusses the second-order asymptotic efficiency of pseudo-maximum likelihood estimator of [beta] based on Yi = f(Xi, [beta]) + g(Ti) + [epsilon]i, I = 1, ..., n, where Xi, Ti, [epsilon]i are independent, (·, ·) is known, but g is unknown, [epsilon] ~ [phi](·) is known with mean 0 and variance [sigma]2.

Keywords: Second-order; asymptotic; efficiency; Pseudo-maximum; likelihood; estimator; Generalized; linear; model (search for similar items in EconPapers)
Date: 1995
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Citations: View citations in EconPapers (3)

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