We extend a recently established asymptotic normality theorem for generalized linear mixed models to include the dispersion parameter. The new results show that the maximum likelihood estimators of all model parameters have asymptotically normal distributions with asymptotic mutual independence between fixed effects, random effects covariance and dispersion parameters. The dispersion parameter maximum likelihood estimator has a particularly simple asymptotic distribution which enables straightforward valid likelihood-based inference.
翻译:我们将最近为通用线性混合模型建立的无症状常态理论扩展为包括分散参数。新结果显示,所有模型参数的最大概率估计符具有无症状正常分布,固定效果、随机效应共变和分散参数之间具有无症状的相互独立性。分散参数的最大概率估计值有一个特别简单的非症状分布,使得基于可能性的直截了当的有效推论成为可能。