Showing 1 - 9 of 9
The growth curve model is a useful tool for studying the growth problems, repeated measurements and longitudinal data. A key point using the growth curve model to fit data is determining the degree of polynomial profile form, choosing suitable explanatory variables, shrinking some regression...
Persistent link: https://www.econbiz.de/10010737762
In this paper, we propose a framework of outer product least squares for covariance (COPLS) to directly estimate covariance in the growth curve model based on an analogy, between the outer product of a data vector and covariance of a random vector, and the ordinary least squares technique. The...
Persistent link: https://www.econbiz.de/10011042017
Let Y be an nxp multivariate normal random matrix with general covariance [Sigma]Y. The general covariance [Sigma]Y of Y means that the collection of all np elements in Y has an arbitrary npxnp covariance matrix. A set of general, succinct and verifiable necessary and sufficient conditions is...
Persistent link: https://www.econbiz.de/10005006450
We consider S-estimators of multivariate location and common dispersion matrix in multiple populations. Instead of averaging the robust estimates of the individual covariance matrices, as used by Todorov, Neykov and Neytchev (1990), the observations are pooled for estimating the common...
Persistent link: https://www.econbiz.de/10005221677
The breakdown slope, as a useful summary measure of local stability for estimators and test statistics, has been studied recently by He, Simpson, and Protnoy (1990, J. Amer. Statist. Assoc., 85). It is shown here that all regression estimates based on residuals alone in linear models have zero...
Persistent link: https://www.econbiz.de/10005153073
In some applications, the mean or median response is linearly related to some variables but the relation to additional variables are not easily parameterized. Partly linear models arise naturally in such circumstances. Suppose that a random sample {(Ti, Xi, Yi),i=1, 2, ..., n} is...
Persistent link: https://www.econbiz.de/10005199369
The classical theory for testing the null hypothesis that a set of canonical correlation coefficients is zero leads to a chi-square test under the assumption of multi-normality. The test has been used in the context of dimension reduction. In this paper, we study the limiting distribution of the...
Persistent link: https://www.econbiz.de/10005199477
In statistical analyses the complexity of a chosen model is often related to the size of available data. One important question is whether the asymptotic distribution of the parameter estimates normally derived by taking the sample size to infinity for a fixed number of parameters would remain...
Persistent link: https://www.econbiz.de/10005199901
For nonnegative measurements such as income or sick days, zero counts often have special status. Furthermore, the incidence of zero counts is often greater than expected for the Poisson model. This article considers a doubly semiparametric zero-inflated Poisson model to fit data of this type,...
Persistent link: https://www.econbiz.de/10008861575