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.
This paper proposes some regularity conditions.On the basis of the proposed regular- ity conditions,we show the strong consistency of maximum quasi-likelihood estimation(MQLE) in quasi-likelihood nonlinear models(QLNM).Our results may be regarded as a further gener- alization of the relevant results in Ref.[4].
