INFERENCE ON THE RANK OF THE GROWTH CURVE MODEL USING MODEL SELECTION METHOD
INFERENCE ON THE RANK OF THE GROWTH CURVE MODEL USING MODEL SELECTION METHOD作者机构:中国科学技术大学 安徽 合肥 230026
出 版 物:《Journal of Systems Science & Complexity》 (系统科学与复杂性学报(英文版))
年 卷 期:2001年第14卷第2期
页 面:218-224页
核心收录:
学科分类:02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学(可授理学、经济学学位)] 070103[理学-概率论与数理统计] 0701[理学-数学]
基 金:This research partially supported by National Natural Science Foundation of China(19631040 19971085) Ph.D. Program Foundation
主 题:AIC criterion EDC criterion growth curve model model selection variable selection.
摘 要:In this paper we study the estimation of the rank of the parameter trix(RPM) in a growth curve model in the framework of model selection. Following AIC criterion we propose a new general criterion and obtain a strongly consistent estimate of the RPM. We come to our conclusions under the assumptions of normal population and a general case separately.