Admissibility of linear estimate of regression coefficients in growth curve model under matrix loss
Consider the Growth Curve Model: \[ X = ABC + E, \quad E(X) = ABC, \quad \text{Cov} \bigl( \text{Vec} (X) \bigr) = I_ n \otimes \sigma^ 2G, \tag{1} \] where \(X\) and \(E\) are \(p \times n\) random matrices. \(A_{p \times q} (q \leq p)\) and \(C_{k \times n}\) are known as design matrices. \(B_{q \times k}\) is an unknown parameter matrix and \(\sigma^ 2 > 0\) is an unknown parameter. Suppose that the linear function \(KBL\) is estimable, that is, \(\mu (K') \subseteq (A')\), \(\mu (L) \subseteq \mu (C)\). Let the matrix loss function of the estimate \(d(X)\) for \(KBL\) be \[ \bigl( d(X) - KBL \bigr) \bigl( d(X) - KBL \bigr)'. \tag{2} \] We consider necessary and sufficient conditions that \(DXF\) is admissible for \(KBL\) within the class \[ {\mathcal T} = \{DXF : D_{t \times p} \quad \text{and} \quad F_{n \times l} \quad \text{are known}\}. \] For model (1) and loss function (2), we obtain a necessary condition and the sufficient condition for \(DXF\) to be admissible for \(KBL\) in the class \({\mathcal T}\) (written \(DXF {\overset {\mathcal T} \sim} KBL)\), respectively. We also establish a necessary and sufficient condition of \(DXF {\overset {\mathcal T} \sim} KBL\) under certain conditions.
- scientific article; zbMATH DE number 1383054
- Admissibility of linear estimators of regression coefficients in growth curve models
- scientific article; zbMATH DE number 4143270
- Admissibility of linear estimators of regression coefficients in general growth curve models
- scientific article; zbMATH DE number 1964003
- scientific article; zbMATH DE number 1376896
- Admissibility of linear estimators of regression coefficients in an extension of the growth curve model
- Admissibility of linear estimates of random regression coefficients in general growth curve models
- Admissibility and general admissibility of linear estimates of regression coefficients in the growth curve model with respect to a restricted parameter set
- Admissibility in the general growth curve model with respect to restricted parameter sets under matrix loss function
This page was built for publication: Admissibility of linear estimate of regression coefficients in growth curve model under matrix loss
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1335396)
