Estimation of parameters in a generalized GMANOVA model based on an outer product analogy and least squares

doi:10.1016/j.jspi.2012.01.022

CORC > 上海财经大学 > 上海财经大学

	Estimation of parameters in a generalized GMANOVA model based on an outer product analogy and least squares
	Hu, Jianhua 1; Liu, Fuxiang 1,2,3; You, Jinhong 1
刊名	JOURNAL OF STATISTICAL PLANNING AND INFERENCE
	2012-07
卷号	142 期号:7 页码:2017-2031
关键词	Asymptotic normality Generalized GMANOVA model Least squares Two-stage generalized least squares Outer product least squares
ISSN号	0378-3758
DOI	10.1016/j.jspi.2012.01.022
英文摘要	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. (C) 2012 Elsevier B.V. All rights reserved.
WOS研究方向	Mathematics
语种	英语
出版者	ELSEVIER SCIENCE BV
WOS记录号	WOS:000304074500035
内容类型	期刊论文
源URL	[http://10.2.47.112/handle/2XS4QKH4/2133]
专题	上海财经大学
通讯作者	Hu, Jianhua
作者单位	1.Shanghai Univ Finance & Econ, Sch Stat & Management, Shanghai 200433, Peoples R China; 2.China Three Gorges Univ, Coll Sci, Yichang 443002, Hubei, Peoples R China; 3.China Three Gorges Univ, Inst Intelligent Vis & Image Informat, Yichang 443002, Hubei, Peoples R China
推荐引用方式 GB/T 7714	Hu, Jianhua,Liu, Fuxiang,You, Jinhong. Estimation of parameters in a generalized GMANOVA model based on an outer product analogy and least squares[J]. JOURNAL OF STATISTICAL PLANNING AND INFERENCE,2012,142(7):2017-2031.
APA	Hu, Jianhua,Liu, Fuxiang,&You, Jinhong.(2012).Estimation of parameters in a generalized GMANOVA model based on an outer product analogy and least squares.JOURNAL OF STATISTICAL PLANNING AND INFERENCE,142(7),2017-2031.
MLA	Hu, Jianhua,et al."Estimation of parameters in a generalized GMANOVA model based on an outer product analogy and least squares".JOURNAL OF STATISTICAL PLANNING AND INFERENCE 142.7(2012):2017-2031.