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. Building on Fahrmeir et al., we establish weak and strong consistency as well as asymptotic normality of the M
LqE of RDLMS, thereby extending the existing results. A simulation example shows that our estimation method is effective is effective the maximum Lq-likelihood estimation is robust.