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Variable Selection for the Growth Curve Model

Author

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  • Satoh, Kenichi
  • Kobayashi, Mika
  • Fujikoshi, Yasunori

Abstract

In this paper we consider the problem of selecting the covariables within individuals in the growth curve model. We propose two modifications ofAICandMIC(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 degreej0is approximately suitable. A simulation study is also given to gain some understanding on the small sample properties of these variable selection criteria

Suggested Citation

  • Satoh, Kenichi & Kobayashi, Mika & Fujikoshi, Yasunori, 1997. "Variable Selection for the Growth Curve Model," Journal of Multivariate Analysis, Elsevier, vol. 60(2), pages 277-292, February.
    • Handle: RePEc:eee:jmvana:v:60:y:1997:i:2:p:277-292
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    Citations

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    Cited by:

    1. Siotani, Minoru & Wakaki, Hirofumi, 2006. "Contributions to multivariate analysis by Professor Yasunori Fujikoshi," Journal of Multivariate Analysis, Elsevier, vol. 97(9), pages 1914-1926, October.
    2. Fujikoshi, Yasunori & Enomoto, Rie & Sakurai, Tetsuro, 2013. "High-dimensional AIC in the growth curve model," Journal of Multivariate Analysis, Elsevier, vol. 122(C), pages 239-250.
    3. Soler, Julia M. P. & Singer, Julio M., 2000. "Optimal covariance adjustment in growth curve models," Computational Statistics & Data Analysis, Elsevier, vol. 33(1), pages 101-110, March.
    4. Hu, Jianhua & Xin, Xin & You, Jinhong, 2014. "Model determination and estimation for the growth curve model via group SCAD penalty," Journal of Multivariate Analysis, Elsevier, vol. 124(C), pages 199-213.

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