Robust estimation in growth curve models
Robust estimation in growth curve models
复制标题
增长曲线模型的稳健估计
DOI：
10.1080/03610928508829021
复制
发表时间：
1985
影响因子：
0.8
通讯作者：
J. D. Broffitt
中科院分区：
文献类型：
--
作者：
J. Pendergast;J. D. Broffitt
Potthoff和Roy（1964）提出的增长曲线模型是一种通用的统计模型，它包括回归模型、单变量方差分析模型和多变量方差分析模型。目前可用于估计该模型的参数的方法假设误差的基本多元正态分布。本文基于M-估计技术和Maronna（1976）的工作，讨论了生长曲线位置和散布参数的两种稳健估计。讨论了这些稳健估计量的渐近分布，并给出了一个数值例子。
The growth curve model introduced by potthoff and Roy 1964 is a general statistical model which includes as special cases regression models and both univariate and multivariate analysis of variance models. The methods currently available for estimating the parameters of this model assume an underlying multivariate normal distribution of errors. In this paper, we discuss tw robst estimators of the growth curve loction and scatter parameters based upon M-estimation techniques and the work done by maronna 1976. The asymptotic distribution of these robust estimators are discussed and a numerical example given.