BOOTSTRAPPING GENERALIZED LINEAR MODELS WITH RANDOM REGRESSORS

  • Lee, Kee-Won (Department of Statistics, Hallym University, Chunchon, Kangwon, 200-702) ;
  • Kim, Choong-Rak (Department of Statistics, Pusan National University, Pusan, 609-735) ;
  • Sohn, Keon-Tae (Department of Statistics, Pusan National University, Pusan, 609-735) ;
  • Jeong, Kwang-Mo (Department of Statistics, Pusan National University, Pusan, 609-735)
  • Published : 1992.06.01

Abstract

The generalized linear models with random regrssors case are studied for bootstrapping. Only the natural link functions are considered. It is shown that the bootstrap approximation to the distribution of the maximum likelihood estimators is valid for almost all sample sequences. A slight extension of this model is also considered.

Keywords