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Bilinear regression with rank restrictions on the mean and the dispersion matrix
Department of Statistics, Stockholm University.
Linköping University, Department of Mathematics, Mathematical Statistics . Linköping University, Faculty of Science & Engineering. Department of Energy and Technology, Swedish University of Agricultural Sciences.
2018 (English)Report (Other academic)
Abstract [en]

A bilinear regression model with rank restrictions imposed on the mean-parameter matrix and on the dispersion matrix is studied. Maximum likelihood inspired estimates are derived. The approach generalizes classical reduced rank regression analysis and principal component analysis. It is shown via a simulation study and a real example that even for small dimensions the method works as well as reduced rank regression analysis whereas the approach in this article also can be used when the dimension is large.

Place, publisher, year, edition, pages
Linköping: Linköping University Electronic Press, 2018. , p. 19
Series
LiTH-MAT-R, ISSN 0348-2960 ; 2018:10
Keywords [en]
Growth curve model, likelihood based estimates, rank restrictions, singular dispersion matrix.
National Category
Mathematics
Identifiers
URN: urn:nbn:se:liu:diva-150158ISRN: LiTH-MAT-R--2018/10--SEOAI: oai:DiVA.org:liu-150158DiVA, id: diva2:1238725
Available from: 2018-08-14 Created: 2018-08-14 Last updated: 2018-08-14Bibliographically approved

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von Rosen, Dietrich

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CiteExportLink to record
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Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf