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 -