کد مقاله کد نشریه سال انتشار مقاله انگلیسی ترجمه فارسی نسخه تمام متن
1147532 957766 2017 15 صفحه PDF ندارد دانلود رایگان
عنوان انگلیسی مقاله
Estimation of parameters in a generalized GMANOVA model based on an outer product analogy and least squares
ترجمه فارسی عنوان
برآورد پارامترها در مدل GMANOVA تعمیم یافته بر اساس یک قیاس کالای بیرونی و حداقل مربعات
کلمات کلیدی
نرمال بودن مجانبی؛ مدل GMANOVA تعمیم یافته ؛ کمترین مربعات؛ روش حداقل مربعات دو مرحله ای ؛ حداقل مربعات
Asymptotic normality; Generalized GMANOVA model; Least squares; Two-stage generalized least squares; Outer product least squares
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
چکیده انگلیسی

This paper investigates estimation of parameters in a combination of the multivariate linear model and growth curve model, called a generalized GMANOVA model. Making analogy between the outer product of data vectors and covariance yields an approach to directly do least squares to covariance. An outer product least squares estimator of covariance (COPLS estimator) is obtained and its distribution is presented if a normal assumption is imposed on the error matrix. Based on the COPLS estimator, two-stage generalized least squares estimators of the regression coefficients are derived. In addition, asymptotic normalities of these estimators are investigated. Simulation studies have shown that the COPLS estimator and two-stage GLS estimators are alternative competitors with more efficiency in the sense of sample mean, standard deviations and mean of the variance estimates to the existing ML estimator in finite samples. An example of application is also illustrated.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 142, Issue 7, July 2012, Pages 2017–2031
نویسندگان
, , ,