Abstract
The quasi-score function, as defined by Wedderburn (1974) and McCullagh (1983) and so on, is a linear function of observations. The generalized quasi-score function introduced in this paper is a linear function of some unbiased basis functions, where the unbiased basis functions may be some linear functions of the observations or not, and can be easily constructed by the meaning of the parameters such as mean and median and so on. The generalized quasi-likelihood estimate obtained by such a generalized quasi-score function is consistent and has an asymptotically normal distribution. As a result, the optimum generalized quasi-score is obtained and a method to construct the optimum unbiased basis function is introduced. In order to construct the potential function, a conservative generalized estimating function is defined. By conservative, a potential function for the projected score has many properties of a log-likelihood function. Finally, some examples are given to illustrate the theoretical results.
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This paper is supported by NNSF project (10371059) of China and Youth Teacher Foundation of Nankai University.
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Lin, L. Generalized quasi-likelihood. Statistical Papers 45, 529–544 (2004). https://doi.org/10.1007/BF02760566
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DOI: https://doi.org/10.1007/BF02760566