Estimation for an additive growth curve model with orthogonal design matrices

DOI10.3150/10-BEJ315MaRDI QIDQ654415zbMATH OpenOpenAlexFDO

Authors Guohua Yan, Jianhua Hu, Jinhong You

Publication date 28 December 2011

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1201.1155

zbMATH Keywords

asymptotic normalityAICconsistent estimatortwo-stage generalized least squaresquadratic estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Sequential estimation (62L12)

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).

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Cited in

(6)

• 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
• Model determination and estimation for the growth curve model via group SCAD penalty
• Estimation of parameters in a generalized GMANOVA model based on an outer product analogy and least squares
• scientific article; zbMATH DE number 5954375 (Why is no real title available?)
• Extended GMANOVA model with a linearly structured covariance matrix

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