Entropy (Dec 2022)

Asymptotics of Subsampling for Generalized Linear Regression Models under Unbounded Design

  • Guangqiang Teng,
  • Boping Tian,
  • Yuanyuan Zhang,
  • Sheng Fu

DOI
https://doi.org/10.3390/e25010084
Journal volume & issue
Vol. 25, no. 1
p. 84

Abstract

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The optimal subsampling is an statistical methodology for generalized linear models (GLMs) to make inference quickly about parameter estimation in massive data regression. Existing literature only considers bounded covariates. In this paper, the asymptotic normality of the subsampling M-estimator based on the Fisher information matrix is obtained. Then, we study the asymptotic properties of subsampling estimators of unbounded GLMs with nonnatural links, including conditional asymptotic properties and unconditional asymptotic properties.

Keywords