Open AccessOrthogonal decompositions in growth curve models
Author(s) -
Daniel Klein
Publication year - 2010
Publication title -
acta et commentationes universitatis tartuensis de mathematica./acta et commentationes universitatis tartuensis de mathematica
Language(s) - English
Resource type - Journals
eISSN - 2228-4699
pISSN - 1406-2283
DOI - 10.12697/acutm.2010.14.04
Subject(s) - estimator , equivalence (formal languages) , mathematics , gcm transcription factors , growth curve (statistics) , mathematical analysis , statistics , pure mathematics , geology , general circulation model , oceanography , climate change
The article shows advantage of orthogonal decompositions in the standard and extended growth curve models. Using this, distribution of estimators of ρ and σ2 in the standard GCM with uniform correlation structure is derived. Also, equivalence of Hu and von Rosen conditions in the extended GCM under mild conditions is shown.