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Strong Consistency of the Maximum Likelihood Estimator in Generalized Linear and Nonlinear Mixed-Effects Models

✍ Scribed by L. Nie


Publisher
Springer
Year
2006
Tongue
English
Weight
195 KB
Volume
63
Category
Article
ISSN
0026-1335

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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