具有正交设计矩阵的扩展生长曲线模型的极大似然估计

Q Mathematics
Daniel Klein, Ivan Žežula
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引用次数: 5

摘要

本文讨论了扩展生长曲线模型。文献中研究的模型有两个版本,不同之处在于设计矩阵的列空间是如何嵌套的。嵌套可以应用于个体之间或个体内部的设计矩阵。虽然两种形式通过再参数化是等价的,但由于估计量的非线性,不能直接转移估计量的性质。由于在许多应用中,个体间矩阵是单向方差分析矩阵,因此假设个体间设计矩阵的列空间具有正交性以及个体内设计矩阵的列空间具有嵌套性是合理的。我们给出了具有这种正交性条件的模型的极大似然估计量及其基本矩。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Maximum likelihood estimators for extended growth curve model with orthogonal between-individual design matrices

The extended growth curve model is discussed in this paper. There are two versions of the model studied in the literature, which differ in the way how the column spaces of the design matrices are nested. The nesting is applied either to the between-individual or to the within-individual design matrices. Although both versions are equivalent via reparametrization, the properties of estimators cannot be transferred directly because of non-linearity of estimators. Since in many applications the between-individual matrices are one-way ANOVA matrices, it is reasonable to assume orthogonality of the column spaces of between-individual design matrices along with nestedness of the column spaces of within-individual design matrices. We present the maximum likelihood estimators and their basic moments for the model with such orthogonality condition.

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来源期刊
Statistical Methodology
Statistical Methodology STATISTICS & PROBABILITY-
CiteScore
0.59
自引率
0.00%
发文量
0
期刊介绍: Statistical Methodology aims to publish articles of high quality reflecting the varied facets of contemporary statistical theory as well as of significant applications. In addition to helping to stimulate research, the journal intends to bring about interactions among statisticians and scientists in other disciplines broadly interested in statistical methodology. The journal focuses on traditional areas such as statistical inference, multivariate analysis, design of experiments, sampling theory, regression analysis, re-sampling methods, time series, nonparametric statistics, etc., and also gives special emphasis to established as well as emerging applied areas.
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