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Research Report SRR95-025

On the determination of quasilikelihood estimates

Yan-Xia Lin

Abstract: When the quasilikelihood method is used to estimate unknown parameter(s) in a model, one of the standard procedures is to solve an equation, called quasi-score normal equation, associated with a quasi-score estimating function. A problem facing by that procedure is how to determine which root would be a reasonable estimate of the unknown parameter(s) if the quasi-score normal equation yields more than one roots. In this paper we give a necessary rule for the determination.


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