Estimation for an additive growth curve model with orthogonal design matrices
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Publication:654415
DOI10.3150/10-BEJ315zbMATH Open1229.62073arXiv1201.1155OpenAlexW3102779620MaRDI QIDQ654415FDOQ654415
Authors: Guohua Yan, Jianhua Hu, Jinhong You 
Publication date: 28 December 2011
Published in: Bernoulli (Search for Journal in Brave)
Abstract: An additive growth curve model with orthogonal design matrices is proposed in which observations may have different profile forms. The proposed model allows us to fit data and then estimate parameters in a more parsimonious way than the traditional growth curve model. Two-stage generalized least-squares estimators for the regression coefficients are derived where a quadratic estimator for the covariance of observations is taken as the first-stage estimator. Consistency, asymptotic normality and asymptotic independence of these estimators are investigated. Simulation studies and a numerical example are given to illustrate the efficiency and parsimony of the proposed model for model specifications in the sense of minimizing Akaike's information criterion (AIC).
Full work available at URL: https://arxiv.org/abs/1201.1155
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Cited In (6)
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- Extended GMANOVA model with a linearly structured covariance matrix
- Estimation of parameters in a generalized GMANOVA model based on an outer product analogy and least squares
- Multiple-response repeated measurement or multivariate growth curve model with distribution-free errors
- Estimation of parameters in the extended growth curve model via outer product least squares for covariance
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