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Persistent link: https://www.econbiz.de/10000561454
In the GMANOVA model or equivalent growth curve model, shrinkage effects on the MLE (maximum likelihood estimator) are considered under an invariant risk matrix. We first study the fundamental structure of the problem through which we decompose the estimation problem into some conditional...
Persistent link: https://www.econbiz.de/10005153216
This paper extensively investigates the theory of estimating the regression coefficient matrix for the normal GNANOVA model. We explicitly construct estimators which improve the maximum likehood estimator under an invariant scalar loss function. These include the double shrinkage estimators and...
Persistent link: https://www.econbiz.de/10005450395