Asymptotic Properties of the MLE in Nonlinear Reproductive Dispersion Models With Stochastic Regressors

摘要

Nonlinear reproductive dispersion models with stochastic regressors (NRDMWSR) includes generalized linear models with stochastic regressors (Fahrmer and Kaufmann, 1985) as a special case. This article presents some mild regularity conditions. On the basis of those mild conditions, the existence, strong consistency, and asymptotic normality of maximum likelihood estimator (MLE) are obtained in NRDMWSR.