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
Pages
16
From page
277
To page
292
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
Serial Year
1997
Journal title
Journal of Multivariate Analysis
Record number
1557429
Link To Document