Title of article :
Variable Selection for the Growth Curve Model
Author/Authors :
Satoh، نويسنده , , Kenichi and Kobayashi، نويسنده , , Mika and Fujikoshi، نويسنده , , Yasunori، نويسنده ,
Issue Information :
دوفصلنامه با شماره پیاپی سال 1997
Abstract :
In this paper we consider the problem of selecting the covariables within individuals in the growth curve model. We propose two modifications ofAICandMIC(Cp-static), which have improvements on the bias properties. Asymptotic distributions of variable slection criteria are derived under a general situation where a polynomial growth curve of degreej0is approximately suitable. A simulation study is also given to gain some understanding on the small sample properties of these variable selection criteria
Keywords :
AIC , Growth curve model , Cp-statistic , variable selection , MIC , modifications of AIC and MIC
Journal title :
Journal of Multivariate Analysis
Journal title :
Journal of Multivariate Analysis