Asymptotic Properties of Maximum Quasi-Likelihood Estimates in Generalized Linear Models with “Working” Covariance Matrix and Adaptive Designs
In this article, for the generalized linear models (GLMs) with “working” covariance matrix and adaptive designs, we develop the asymptotic properties of maximum quasi-likelihood estimators (MQLEs) under some mild regular conditions. The existence of MQLEs in quasi-likelihood equation, the rate of convergence and asymptotic normality of MQLEs are presented. The results are illustrated by Monte-Carlo simulations.