Estimation for parameters of interest in random effects growth curve models
Estimation for parameters of interest in random effects growth curve models
复制标题
随机效应增长曲线模型中感兴趣参数的估计
DOI：
10.1016/j.jmva.2006.04.001
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发表时间：
2007
影响因子：
1.6
通讯作者：
H. Wong
中科院分区：
文献类型：
--
作者：
W. Ip;Mi;Song;H. Wong
本文考虑了具有多元随机效应协方差结构的一般生长曲线模型，并给出了一种新的简单参数估计。该估计量不仅便于对相应参数的假设进行检验，而且在一定条件下比最小二乘估计量和Rao的改进两阶段估计量具有更高的效率。此外，我们还得到了新估计量与最佳线性无偏估计量相同的充分必要条件。并给出了应用实例。
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.