Consistency and Asymptotic Normality of the Maximum Likelihood Estimator in Generalized Linear Models
Consistency and Asymptotic Normality of the Maximum Likelihood Estimator in Generalized Linear Models
Generalized linear models are used for regression analysis in a number of cases, including categorical responses, where the classical assumptions are violated. The statistical analysis of such models is based on the asymptotic properties of the maximum likelihood estimator. We present mild general conditions which, respectively, assure weak or strong …