Variable Selection for the Growth Curve Model
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
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Volume (Year): 60 (1997)
Issue (Month): 2 (February)
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