Growth Curve Model with Bilinear Random Coefficients
2022 (English)In: SANKHYA-SERIES A-MATHEMATICAL STATISTICS AND PROBABILITY, ISSN 0976-836X, Vol. 84, no 2, p. 477-508Article in journal (Refereed) Published
Abstract [en]
In the present paper, we derive a new multivariate model to fit correlated data, representing a general model class. Our model is an extension of the Growth Curve model (also called generalized multivariate analysis of variance model) by additionally assuming randomness of regression coefficients like in linear mixed models. Each random coefficient has a linear or a bilinear form with respect to explanatory variables. In our model, the covariance matrices of the random coefficients is allowed to be singular. This yields flexible covariance structures of response data but the parameter space includes a boundary, and thus maximum likelihood estimators (MLEs) of the unknown parameters have more complicated forms than the ordinary Growth Curve model. We derive the MLEs in the proposed model by solving an optimization problem, and derive sufficient conditions for consistency of the MLEs. Through simulation studies, we confirmed performance of the MLEs when the sample size and the size of the response variable are large.
Place, publisher, year, edition, pages
SPRINGER , 2022. Vol. 84, no 2, p. 477-508
Keywords [en]
Consistency; Growth curve model; Maximum likelihood estimators; Random coefficients
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:liu:diva-174017DOI: 10.1007/s13171-020-00204-5ISI: 000541003200001OAI: oai:DiVA.org:liu-174017DiVA, id: diva2:1537742
Note
Funding Agencies|JSPS KAKENHIMinistry of Education, Culture, Sports, Science and Technology, Japan (MEXT)Japan Society for the Promotion of ScienceGrants-in-Aid for Scientific Research (KAKENHI) [JP17K12650]; "Funds for the Development of Human Resources in Science and Technology" under MEXT, through the "Home for Innovative Researchers and Academic Knowledge Users (HIRAKU)" consortium; Swedish Research CouncilSwedish Research CouncilEuropean Commission [2017-03003]; Japan Society for the Promotion of ScienceMinistry of Education, Culture, Sports, Science and Technology, Japan (MEXT)Japan Society for the Promotion of Science
2021-03-162021-03-162022-10-21