A two-step estimation method for grouped data with connections to the extended growth curve model and partial least squares regression

DOI10.1016/j.jmva.2015.03.011zbMath1320.62122MaRDI QIDQ2350070

Dietrich von Rosen, Ying Li, Peter Udén

Publication date: 18 June 2015

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2015.03.011

zbMATH Keywords

Krylov space; grouped data; PLS; extended growth curve model; two-step method

Mathematics Subject Classification ID

62H99: Multivariate analysis

62H12: Estimation in multivariate analysis

62J07: Ridge regression; shrinkage estimators (Lasso)