Asymptotic properties of approximate maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with random effects

Tian Xia, Xuejun Jiang and Xueren Wang

Communications in Statistics - Theory and Methods, 2019, vol. 48, issue 8, 1890-1901

Abstract: Quasi-likelihood nonlinear models with random effects (QLNMWRE) include generalized linear models with random effects and quasi-likelihood nonlinear models as special cases. In this paper, some regularity conditions analogous to those given by Breslow and Clatyton (1993) are proposed. On the basis of the proposed regularity conditions and Laplace approximation, the existence, the strong consistency and asymptotic normality of the approximate maximum quasi-likelihood estimation of the fixed effects are proved in QLNMWRE.

Date: 2019
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DOI: 10.1080/03610926.2018.1440311

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