Abstract:
Reproductive dispersion linear models (RDLMS) are the natural generalization of statistical models such as linear regression models, generalized linear models and exponential linear models. Maximum
Lq-likelihood estimation (M
LqE) is a generalization of maximum likelihood estimation. Based on Fahrmeir et al, the weak consistency, strong consistency and asymptotic normality of the M
LqE of RDLMS are obtained, and the existing conclusions are generalized. Finally, a simulation example is given. The results show that our estimation method is effective and the maximum
Lq-likelihood estimation is robust.