Covariance components selection in high-dimensional growth curve model with random coefficients

DOI10.1016/J.JMVA.2015.01.010zbMATH Open1308.62150OpenAlexW2067774307MaRDI QIDQ2018598FDOQ2018598

Authors: Shinpei Imori, Dietrich Von Rosen 

Publication date: 24 March 2015

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2015.01.010

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zbMATH Keywords

generalized information criteriongrowth curve model with random coefficientscovariance components analysis

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Analysis of variance and covariance (ANOVA) (62J10)

Cites Work

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• Asymptotic properties of criteria for selection of variables in multiple regression
• Likelihood Ratio Tests in Linear Mixed Models with One Variance Component
• Variance Components Testing in the Longitudinal Mixed Effects Model
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• A Note on Permutation Tests for Variance Components in Multilevel Generalized Linear Mixed Models
• Model selection and Akaike's information criterion (AIC): The general theory and its analytical extensions
• Joint variable selection for fixed and random effects in linear mixed-effects models
• A generalized multivariate analysis of variance model useful especially for growth curve problems
• Random Effects Selection in Linear Mixed Models
• Consistency of high-dimensional AIC-type and \(C_p\)-type criteria in multivariate linear regression
• High-dimensional AICs for selection of variables in discriminant analysis
• High-dimensional AIC in the growth curve model
• The theory of least squares when the parameters are stochastic and its application to the analysis of growth curves
• The growth curve model: a review
• The Effect of Covariance Structure on Variance Estimation in Balanced Growth-Curve Models with Random Parameters
• Variance Components Testing in <scp>ANOVA</scp>‐Type Mixed Models
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• Tests for random-effects covariance structures in the growth curve model with covariates
• LR tests for random-coefficient covariance structures in an extended growth curve model

Cited In (2)

• Asymptotic Optimality of Cp-Type Criteria in High-Dimensional Multivariate Linear Regression Models
• Growth curve model with bilinear random coefficients

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