  Let $F: \mathbb{R}^{n}\rightarrow [0,+\infty) $ be a convex function of class
$C^{2}( \mathbb{R}^{n}\backslash\{0\})$ which is even and positively
homogeneous of degree 1, and its polar $F^{0}$ represents a Finsler metric on
$\mathbb{R}^{n}$. The anisotropic Sobolev norm in
$W^{1,n}\left(\mathbb{R}^{n}\right)$ is defined by \begin{equation*}
||u||_{F}=\left(\int_{\mathbb{R}^{n}}F^{n}(\nabla
u)+|u|^{n}\right)^{\frac{1}{n}}. \end{equation*} In this paper, the following
sharp anisotropic Moser-Trudinger inequality involving $L^{n}$ norm \[
\underset{u\in W^{1,n}( \mathbb{R}^{n}),\left\Vert u\right\Vert _{F}\leq
1}{\sup}\int_{ \mathbb{R} ^{n}}\Phi\left( \lambda_{n}\left\vert u\right\vert
^{\frac{n}{n-1}}\left( 1+\alpha\left\Vert u\right\Vert _{n}^{n}\right)
^{\frac{1}{n-1}}\right) dx<+\infty \] in the entire space $\mathbb{R}^n$ for
any $0\leq\alpha<1$ is established, where $\Phi\left( t\right)
=e^{t}-\underset{j=0}{\overset{n-2}{\sum}}% \frac{t^{j}}{j!}$,
$\lambda_{n}=n^{\frac{n}{n-1}}\kappa_{n}^{\frac{1}{n-1}}$ and $\kappa_{n}$ is
the volume of the unit Wulff ball in $\mathbb{R}^n$. It is also shown that the
above supremum is infinity for all $\alpha\geq1$. Moreover, we prove the
supremum is attained, namely, there exists a maximizer for the above supremum
when $\alpha>0$ is sufficiently small. The proof of main results in this paper
is based on the method of blow-up analysis.
