Two-way selection of covariables in multivariate growth curve models
文献类型：期刊论文
| 作者 | Wang, SG; Liski, EP; Nummi, T |
| 刊名 | LINEAR ALGEBRA AND ITS APPLICATIONS
 |
| 出版日期 | 1999-03-01 |
| 卷号 | 289期号:1-3页码:333-342 |
| 关键词 | best linear unbiased estimation covariance adjustment multiple correlation |
| ISSN号 | 0024-3795 |
| 英文摘要 | 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. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000078747200027 |
| 出版者 | ELSEVIER SCIENCE INC |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/14498]  |
| 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. |
入库方式： OAI收割
来源：数学与系统科学研究院
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