STA 290 Seminar: Jiming Jiang (UC Davis)

Statistics Seminar: STA 290

Thursday, May 30th, 2013 at 4:10pm, MSB 1147 (Colloquium Room)
Refreshments at 3:30pm in MSB 4110 (Statistics Lounge)

Speaker: Jiming Jiang, Department of Statistics, UC Davis

Title: "Consistency of MLE in GLMM: Answer to an Open Problem and Beyond"

Abstract: We give answer to an open problem regarding consistency of the maximum likelihood estimators (MLEs) in generalized linear mixed models (GLMMs) involving crossed random effects. The solution to the open problem introduces an interesting, nonstandard approach, known as the subset argument, to proving consistency of the MLEs in cases of dependent observations. Using the new technique, we extend the results to MLEs under a general GLMM. An example is used to further illustrate the technique.