期刊文献+

生长曲线模型的协变量选择与参数估计 被引量:4

Covariates Selection and Parameter Estimation in Growth Curve Models
原文传递
导出
摘要 本文研究了生长曲线模型的Potthoff-Roy变换,给出了这种变换在矩阵范数最小规则下的最佳选择.进一步本文给出了利用协变量来改进Potthoff-Roy变换的途径并研究了协变量的选择及对参数估计的影响. This paper studies the Potthoff-Roy transformation in growth curve models and obtains the best Potthoff-Roy transformation under the criterion of minimum matrix norm. The paper proposes further an approach to improve the Potthoff-Roy transformation by using the covariates. The selection of covariates and its influence on the estimation of parameters in also studied.
作者 刘爱义
出处 《数学学报(中文版)》 SCIE CSCD 北大核心 1994年第3期362-372,共11页 Acta Mathematica Sinica:Chinese Series
基金 第三世界科学院科学基金 中国科学院科学基金资助项目.
关键词 生长曲线模型 协变量 参数估计 growth curve models, Potthoff-Roy transformation, covariates, influence analysis
  • 相关文献

同被引文献25

  • 1潘建新.增长曲线模型中回归参数的最小二乘估计及Gauss-Markov定理[J].数理统计与应用概率,1988,3(2):169-185.
  • 2Zou, H., The adaptive Lasso and its oracle properties, Journal of the American Statistical Association, 101(476)(2006), 1419-1426.
  • 3Fan, J.Q. and Li, R., Variable selection via nonconcave penalized likelihood and its oracle properties, Journal of the American Statistical Association, 96(456)(2001), 1348-1360.
  • 4Knight, K. and Fu, W., Asymptotics for Lasso-type estimators, The Annals of Statistics, 28(5)(2000), 1356-1378.
  • 5R F POTTOFF,S N ROY. A generalized multivariate analysis of variance model useful especially for growth curve problems [J]. Biometrika, 1964, 51(3):313-326.
  • 6C L JACK. Tests and model selection for the general growth curve model[J]. Biometrics, 1991,47(1):147-159.
  • 7A ANTONIADIS. Wavelets in statistics: a review[J]. Journal of the Italian Statistical Association, 1997,6(2): 97-144.
  • 8A E HOERL,R W KENNARD. Ridge regression: bias estimation for nonorthogonal problems[J]. Technometrics, 1970, 12(1): 55-67.
  • 9R TIBSHIRANI. Regression shrinkage and selection via the Lasso[J]. Journal of the Royal Statistical Society, 1996,58 (1): 267-288.
  • 10H ZOU, T HASTIE. Regularization and variable selection via the elastic net[J]. Journal of the Royal Statistical Society, 2005, 67(2):301-320.

引证文献4

二级引证文献4

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部