Variable Selection for the Growth Curve Model

Kenichi Satoh, Mika Kobayashi and Yasunori Fujikoshi

Journal of Multivariate Analysis, 1997, vol. 60, issue 2, 277-292

Abstract: 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

Keywords: growth; curve; model; variable; selection; AIC; Cp-statistic; MIC; modifications; of; AIC; and; MIC (search for similar items in EconPapers)
Date: 1997
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Citations: View citations in EconPapers (4)

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