Abstract
Generalized linear and nonlinear mixed-effects models are used extensively in biomedical, social, and agricultural sciences. The statistical analysis of these models is based on the asymptotic properties of the maximum likelihood estimator. However, it is usually assumed that the maximum likelihood estimator is consistent, without providing a proof. A rigorous proof of the consistency by verifying conditions from existing results can be very difficult due to the integrated likelihood. In this paper, we present some easily verifiable conditions for the strong consistency of the maximum likelihood estimator in generalized linear and nonlinear mixed-effects models. Based on this result, we prove that the maximum likelihood estimator is consistent for some frequently used models such as mixed-effects logistic regression models and growth curve models.
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Nie, L. Strong Consistency of the Maximum Likelihood Estimator in Generalized Linear and Nonlinear Mixed-Effects Models. Metrika 63, 123–143 (2006). https://doi.org/10.1007/s00184-005-0001-3
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DOI: https://doi.org/10.1007/s00184-005-0001-3
Keywords
- Maximum likelihood estimator
- Generalized linear mixed-effects models
- Nonlinear mixed-effects models
- Random effects
- Strong consistency