Two-way selection of covariables in multivariate growth curve models

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	Two-way selection of covariables in multivariate growth curve models
	Wang, SG ; Liski, EP ; Nummi, T
	1999-03-01
发表期刊	LINEAR ALGEBRA AND ITS APPLICATIONS
ISSN	0024-3795
卷号	289 期号:1-3 页码:333-342
摘要	The Growth Curve model introduced by Potthoff and Roy [1] has provided a general format for a variety of growth and repeated measures studies. Statistical inference of this model has often been based on the analysis of covariance model (see e.g. [2], where p measurements are partitioned into the q measurements of the main variables and on p - q covariables. Under the general unstructured model for covariance choosing the full set of p - q covariables results the maximum likelihood estimates (ML) of the model parameters. However, in many practical situations a more efficient estimator can be obtained by choosing fewer covariables. In this paper we propose a computationally efficient method for choosing covariables. This procedure, which is called the two-way selection, is based on the efficiency considerations and on an ordinary variable selection procedure. The method is compared to the method proposed by Fujikoshi and Rao [3]. (C) 1999 Elsevier Science Inc. All rights reserved. AMS classification: 62H12; 62J99.
关键词	best linear unbiased estimation covariance adjustment multiple correlation
语种	英语
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied
WOS记录号	WOS:000078747200027
出版者	ELSEVIER SCIENCE INC
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/14499
专题	中国科学院数学与系统科学研究院
通讯作者	Nummi, T
作者单位	1.Univ Tampere, Dept Math Sci, FIN-33101 Tampere, Finland 2.Beijing Polytech Univ, Dept Appl Math, Beijing 100022, Peoples R China 3.Acad Sinica, Inst Appl Math, Beijing 100080, Peoples R China
推荐引用方式 GB/T 7714	Wang, SG,Liski, EP,Nummi, T. Two-way selection of covariables in multivariate growth curve models[J]. LINEAR ALGEBRA AND ITS APPLICATIONS,1999,289(1-3):333-342.
APA	Wang, SG,Liski, EP,&Nummi, T.(1999).Two-way selection of covariables in multivariate growth curve models.LINEAR ALGEBRA AND ITS APPLICATIONS,289(1-3),333-342.
MLA	Wang, SG,et al."Two-way selection of covariables in multivariate growth curve models".LINEAR ALGEBRA AND ITS APPLICATIONS 289.1-3(1999):333-342.