Estimation for parameters of interest in random effects growth curve models
In this paper, we consider the general growth curve model with multivariate random effects covariance structure and provide a new simple estimator for the parameters of interest. This estimator is not only convenient for testing the hypothesis on the corresponding parameters, but also has higher efficiency than the least-square estimator and the improved two-stage estimator obtained by Rao under certain conditions. Moreover, we obtain the necessary and sufficient condition for the new estimator to be identical to the best linear unbiased estimator. Examples of its application are given.
Year of publication: |
2007
|
---|---|
Authors: | Ip, Wai-Cheung ; Wu, Mi-Xia ; Wang, Song-Gui ; Wong, Heung |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 98.2007, 2, p. 317-327
|
Publisher: |
Elsevier |
Keywords: | Growth curve models Random-effects Exact test Best linear unbiased estimator Maximum likelihood estimator |
Saved in:
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