Quantile estimation under possibly misspecified generalised linear model
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Abstract
The following paper deals with the asymptotic behaviour of the maximum likelihood estimator in a misspecified generalised linear model. Of particularly interest is the estimation of a quantile in dose-response curves. Using asymptotic properties of the maximum likelihood estimator under misspecification of the model, these results are applied to quantile estimation for dose-response curves. Consistency and asymptotic normality are established.Generalised linear model Maximum likelihood estimator Dose-response curves Quantile estimation