Consistency and asymptotic normality of the maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with random regressors

This paper proposes some regularity conditions, which result in the existence, strong consistency and asymptotic normality of maximum quasi-likelihood estimator (MQLE) in quasi-likelihood nonlinear models (QLNM) with random regressors. The asymptotic results of generalized linear models (GLM) with random regressors are generalized to QLNM with random regressors.