von Rosen, Dietrich
- Department of Energy and Technology, Swedish University of Agricultural Sciences
Abstract
A new approach of estimating parameters in multivariate models is introduced. A fitting function will be used. The idea is to estimate parameters so that the fitting function equals or will be close to its expected value. The function will be decomposed into two parts. From one part, which will be independent of the mean parameters, the dispersion matrix is estimated. This estimator is inserted in the second part which then yields the estimators of the mean parameters. The Growth Curve model, extended Growth Curve model and a multivariate variance components model will illustrate the approach. (C) 2005 Elsevier Inc. All rights reserved
Published in
Journal of Multivariate Analysis
2006, volume: 97, number: 3, pages: 619-632
Publisher: ELSEVIER INC
SLU Authors
UKÄ Subject classification
Horticulture
Environmental Sciences and Nature Conservation
Forest Science
Publication identifier
- DOI: https://doi.org/10.1016/j.jmva.2005.03.016
Permanent link to this page (URI)
https://res.slu.se/id/publ/9680