Comparison of estimators of variance parameters in the growth curve model with a special variance structure
Author(s) -
Rastislav Rusnačko,
Ivan Žežula
Publication year - 2017
Publication title -
acta et commentationes universitatis tartuensis de mathematica
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.276
H-Index - 6
eISSN - 2228-4699
pISSN - 1406-2283
DOI - 10.12697/acutm.2017.21.11
Subject(s) - estimator , variance (accounting) , growth curve (statistics) , mathematics , statistics , basis (linear algebra) , econometrics , geometry , accounting , business
Three different estimators of the variance parameters in the growth curve model with generalized uniform correlation structure are compared on the basis of mean square error. Since the situation in general depends on specific choice of the structure matrix, we investigate two important special cases.
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