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INFERENCE ON THE RANK OF THE GROWTH CURVE MODEL USING MODEL SELECTION METHOD
Authors:ZHAO Lincheng WANG Xuena WU Yaohua
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.
Keywords:AIC criterion   EDC criterion   growth curve model   model selection   variable selection.
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