Non-asymptotic bounds for quasi-MLE, misspecified models, and dependence under group sequential sampling

Abstract

We derive asymptotic multivariate normal limits and explicit non-asymptotic normal approximation bounds for group sequential quasi-maximum likelihood estimators under possible model misspecification and within-group dependence. The bounds, obtained using Stein's method, have known constants and apply to a class of dependent-data estimating problems in which the likelihood used for estimation may differ from the true data-generating mechanism. We compute the limiting covariance structure and finite-sample bound explicitly for a Poisson generalized linear mixed model with random group effects and illustrate the results using data from an epilepsy clinical trial.