期刊名称：Sankhya. Series A, mathematical statistics and probability
印刷版ISSN：0976-836X
电子版ISSN：0976-8378
出版年度：2004
卷号：66
期号：02
出版社：Indian Statistical Institute
摘要：It is well-known that the penalized quasi-likelihood (PQL) approach may not yield consistent estimators for the parameters of the generalized linear mixed model (GLMM). Jiang (1998) introduced a method of moments (MM) to estimate the parameters of the GLMM. The moment estimators may however be highly inefficient. To overcome this inefficiency problem, recently Jiang and Zhang (2001) suggest an improvement over the method of moments. It is however demonstrated in this paper that the estimators obtained based on the improved method of moments (IMM) may also be highly inefficient as compared to the estimators obtained based on a proposed quasi-likelihood (QL) approach. The QL estimators are consistent and highly efficient, the exact maximum likelihood estimators being fully efficient (i.e., optimal) which are however known to be difficult to compute.
关键词：Efficiency, moment, likelihood and quasilikelihood estimators, regression effects and variance component of the random effects..
