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Variable Selection for the Growth Curve Model

โœ Scribed by Kenichi Satoh; Mika Kobayashi; Yasunori Fujikoshi

Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
914 KB
Volume
60
Category
Article
ISSN
0047-259X

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โœฆ Synopsis

In this paper we consider the problem of selecting the covariables within individuals in the growth curve model. We propose two modifications of AIC and MIC (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 degree j 0 is approximately suitable. A simulation study is also given to gain some understanding on the small sample properties of these variable selection criteria 1997 Academic Press

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