Dispersion parameter extension of precise generalized linear mixed model asymptotics
نویسندگان
چکیده
We extend a recent asymptotic normality theorem for generalized linear mixed models to include the dispersion parameter. The maximum likelihood estimators of all model parameters have asymptotically normal distributions with mutual independence between fixed effects, covariance and parameters.
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ژورنال
عنوان ژورنال: Statistics & Probability Letters
سال: 2023
ISSN: ['1879-2103', '0167-7152']
DOI: https://doi.org/10.1016/j.spl.2022.109691