Variable Selection for the Growth Curve Model
In this paper we consider the problem of selecting the covariables within individuals in the growth curve model. We propose two modifications ofAICandMIC(Cp-static), which have improvements on the bias properties. Asymptotic distributions of variable slection criteria are derived under a general situation where a polynomial growth curve of degreej0is approximately suitable. A simulation study is also given to gain some understanding on the small sample properties of these variable selection criteria
Year of publication: |
1997
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Authors: | Satoh, Kenichi ; Kobayashi, Mika ; Fujikoshi, Yasunori |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 60.1997, 2, p. 277-292
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Publisher: |
Elsevier |
Keywords: | growth curve model variable selection AIC Cp-statistic MIC modifications of AIC and MIC |
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