Second term improvement to generalized linear mixed model asymptotics

Luca Maestrini, Aishwarya Bhaskaran, Matt. P Wand

    Research output: Contribution to journalArticlepeer-review

    Abstract

    A recent article by Jiang et al. (2022) on generalized linear mixed model asymptotics derived the rates of convergence for the asymptotic variances of maximum likelihood estimators. If m denotes the number of groups and n is the average within-group sample size then the asymptotic variances have orders and ⁠, depending on the parameter. We extend this theory to provide explicit forms of the second terms of the asymptotically harder-to-estimate parameters. Improved accuracy of statistical inference and planning are consequences of our theory.
    Original languageEnglish
    Number of pages8
    JournalBiometrika
    DOIs
    Publication statusAccepted/In press - 16 Nov 2023

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