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

The Asymptotic Covariance Matrix of the

The Asymptotic Covariance Matrix of the Maximum Likelihood Parameter Estimator in Conditional Poisson Log-linear Models

✍ Dr. D. G. Bonett; P. M. Bentler; J. A. Woodward 📂 Article 📅 1986 🏛 John Wiley and Sons 🌐 English ⚖ 217 KB 👁 3 views

The asymptotic covariance matrix of the maximum likelihood estimator for the log-linear model is given for a general class of conditional Poisson distributions which include the unconditional Poisson, multinomial and product-multinomial, aa special cases. The general conditions are given under which