Second-order asymptotic efficiency of PMLE in generalized linear models
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, (Â·, Â·) is known, but g is unknown, [epsilon] ~ [phi](Â·) is known with mean 0 and variance [sigma]2.
Volume (Year): 24 (1995)
Issue (Month): 3 (August)
|Contact details of provider:|| Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description|
|Order Information:|| Postal: http://www.elsevier.com/wps/find/supportfaq.cws_home/regional|
When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:24:y:1995:i:3:p:273-279. See general information about how to correct material in RePEc.
If references are entirely missing, you can add them using this form.