A recent article by Jiang et al. (2022) on generalized linear mixed model asymptotics derived the rates of convergence for the asymptotic variances of maximum likelihood estimators. If m denotes the number of groups and n is the average within-group sample size then the asymptotic variances have orders m-1 and (mn) -1, depending on the parameter. We extend this theory to provide explicit forms of the (mn) -1 second terms of the asymptotically harder-to-estimate parameters. Improved accuracy of statistical inference and planning are consequences of our theory.
Second term improvement to generalized linear mixed model asymptotics
Maestrini, Luca;
2024
Abstract
A recent article by Jiang et al. (2022) on generalized linear mixed model asymptotics derived the rates of convergence for the asymptotic variances of maximum likelihood estimators. If m denotes the number of groups and n is the average within-group sample size then the asymptotic variances have orders m-1 and (mn) -1, depending on the parameter. We extend this theory to provide explicit forms of the (mn) -1 second terms of the asymptotically harder-to-estimate parameters. Improved accuracy of statistical inference and planning are consequences of our theory.File in questo prodotto:
File | Dimensione | Formato | |
---|---|---|---|
maestrini.pdf
Accesso riservato
Tipologia:
Published (Publisher's Version of Record)
Licenza:
Accesso privato - non pubblico
Dimensione
211.28 kB
Formato
Adobe PDF
|
211.28 kB | Adobe PDF | Visualizza/Apri Richiedi una copia |
2303.17855v1.pdf
accesso aperto
Tipologia:
Preprint (AM - Author's Manuscript - submitted)
Licenza:
Altro
Dimensione
431.75 kB
Formato
Adobe PDF
|
431.75 kB | Adobe PDF | Visualizza/Apri |
Pubblicazioni consigliate
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.