伪可能性非线性的模型(QLNM ) 作为一种特殊情况包括概括线性模型。在一些整齐条件下面,最大的伪可能性评价(MQLE ) 的强壮的一致性的率在 QLNM 被获得。在一个重要盒子中,这率是 O (只是为 i.i.d 变量的部分和的 LIL 的率,并且不能因此再被改进的 n −1/2(loglogn)1/2), 。
Quasi-likelihood nonlinear models (QLNM) include generalized linear models as a special case. Under some regularity conditions, the rate of the strong consistency of the maximum quasi-likelihood estimation (MQLE) is obtained in QLNM. In an important case, this rate is O(n-^1/2(loglogn)^1/2), which is just the rate of LIL of partial sums for i.i.d variables, and thus cannot be improved anymore.