ASSESSMENT OF LOCAL INFLUENCE IN A GROWTH CURVE MODEL WITH RAO'S SIMPLE COVARIANCE STRUCTURE

The present paper deals with the problem of assessing the local influence in a growth curve model with Rao's simple covariance structure. Based on the likelihood displacement,the curvature measure is employed to evaluate the effects of some minor perturbations on the statistical inference, thus leading to the large curvature direction, which is the most critical diagnostic statistic in the context of the local influence analysis. As an application, the common covariance-weighted perturbation scheme is thoroughly considered.

ADMISSIBILITY OF LINEAR ESTIMATORS IN A GROWTH CURVE MODEL SUBJECT TO AN INCOMPLETE ELLIPSOIDAL RESTRICTION

This article considers the admissibility of the linear estimators for the regression coefficients in the growth curve model subject to an incomplete ellipsoidal restriction. The necessary and sufficient conditions for linear estimators to be admissible in classes of the homogeneous and non-homogeneous linear estimators, respectively, are obtained under the quadratic loss function. They are generalizations of some existing results in literature.

BAYESIAN LOCAL INFLUENCE ASSESSMENTS IN A GROWTH CURVE MODEL WITH GENERAL COVARIANCE STRUCTURE

The objective of this paper is to present a Bayesian approach based on Kullback- Leibler divergence for assessing local influence in a growth curve model with general co- variance structure. Under certain prior distribution assumption, the Kullback-Leibler di- vergence is used to measure the influence of some minor perturbation on the posterior distribution of unknown parameter. This leads to the diagnostic statistic for detecting which response is locally influential. As an application, the common covariance-weighted perturbation scheme is thoroughly considered.

ADMISSIBILITY IN THE GENERAL GROWTH CURVE MODEL WITH RESPECT TO RESTRICTED PARAMETER SETS UNDER MATRIX LOSS FUNCTION

In this paper, we study the issue of admissibility in the growth curve model with respect to restricted parameter sets under matrix loss function. We obtain some neces- sary and sufficient conditions that the linear estimators of KBL are admissible in the class of homogeneous linear estimators and in the class of non-homogeneous linear estimators under the growth curve model with respect to restricted parameter sets, respectively.

Admissibility of Linear Estimators in the Growth Curve Model with Respect to Inequality Restriction

For the growth curve model with respect to inequality restriction： Y = XBZ ＋ε,ε（0, σ2V I）, trNB ≥0, this paper gives some necessary and sufficient conditions for the linear estimator of KBL to be admissible in the class of homogeneous linear estimators LH and nonhomogeneous linear estimators LI, respectively, under the quadratic loss function tr（d（Y） - KBL）＇（d（Y） - KBL）.

Admissibility for Linear Estimator of Parameter on Growth Curve Model with Respect to Linear Constraint

By using the vector-method of matrix, we study Growth Curve Model with respect to linear constraint. Under matrix loss function and vector loss function, we obtain necessary and sufficient conditions for admissibility of linear estimators of parameters in the inhomogeneous linear class.

Influence Analysis in Growth Curve Model with Covariate Matrix Disturbance

Abstract： In this paper, we discuss the influence analysis of BLUE in growth curve model with covariate matrix disturbance, and establish the relationships of BLUEs among different models, give the measurement and computational formula which can assess the disturbing influence.

Admissibility of Linear Estimators with Respect to Inequality Constraints Under Some Loss Functions

In this paper, we study the issue of admissibility of linear estimated functions of parameters in the multivariate linear model with respect to inequality constraints under a matrix loss and a matrix balanced loss. Under the matrix loss, when the model is not constrained, the results in the class of non-homogeneous linear estimators [Xie, 1989, Chinese Sci. Bull., 1148-1149; Xie, 1993, J. Multivariate Anal., 1071-1074] showed that the admissibility under the matrix loss and the trace loss is equivalent. However, when the model is constrained by the inequality constraints, we find this equivalency is not tenable, our result shows that the admissibility of linear estimator does not depend on the constraints again under this matrix loss, but it is contrary under the trace loss [Wu, 2008, Linear Algebra Appl., 2040-2048], and it is also relative to the constraints under another matrix loss [He, 2009, Linear Algebra Appl., 241-250]. Under the matrix balanced loss, the necessary and sufficient conditions that the linear estimators are admissible in the class of homogeneous and non-homogeneous linear estimators are obtained, respectively. These results will support the theory of admissibility on the linear model with inequality constraints.