INFERENCE ON THE RANK OF THE GROWTH CURVE MODEL USING MODEL SELECTION METHOD |
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Authors: | ZHAO Lincheng WANG Xuena WU Yaohua |
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Abstract: | In this paper we study the estimation of the rank of the parameter trix(RPM) in a growth curve model in the framework of model selection. Following AIC criterion we propose a new general criterion and obtain a strongly consistent estimate of the RPM. We come to our conclusions under the assumptions of normal population and a general case separately. |
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Keywords: | AIC criterion EDC criterion growth curve model model selection variable selection. |
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