TY - JOUR
T1 - A note on conditions for the asymptotic normality of the conditional maximum likelihood estimator in log odds ratio regression
AU - Forbes, Andrew B.
AU - Santner, Thomas J.
PY - 1993/9/22
Y1 - 1993/9/22
N2 - Conditional maximum likelihood estimation is widely used in epidemiological practice for log odds ratio regression problems. Andersen (1970) discusses conditions under which the conditional maximum likelihood estimator is consistent and asymptotically normal in settings where no covariates are present. This paper shows that an application of results of Fahrmeir and Kaufmann (1985) yields simple conditions under which the conditional MLE of the odds ratio regression coefficients is consistent and asymptotically normal.
AB - Conditional maximum likelihood estimation is widely used in epidemiological practice for log odds ratio regression problems. Andersen (1970) discusses conditions under which the conditional maximum likelihood estimator is consistent and asymptotically normal in settings where no covariates are present. This paper shows that an application of results of Fahrmeir and Kaufmann (1985) yields simple conditions under which the conditional MLE of the odds ratio regression coefficients is consistent and asymptotically normal.
KW - Conditional maximum likelihood estimator
KW - log odds ratio regression
KW - sparse strata asymptotics
UR - http://www.scopus.com/inward/record.url?scp=43949162021&partnerID=8YFLogxK
U2 - 10.1016/0167-7152(93)90182-I
DO - 10.1016/0167-7152(93)90182-I
M3 - Article
AN - SCOPUS:43949162021
SN - 0167-7152
VL - 18
SP - 137
EP - 146
JO - Statistics and Probability Letters
JF - Statistics and Probability Letters
IS - 2
ER -