Abstract
We consider the growth curve model with covariance structures: positive-definite, uniform covariance structure and serial covariance structure. Two types of prediction problems are studied in this paper. One is called the conditional prediction problem and the other is called the extended prediction problem. For both types of prediction problems, the mean squared error for a serial covariance structure is obtained for the estimates based on the conditional expectation: the mean squared error for an unrestricted covariance structure is compared with the mean squared error for a uniform covariance structure or a serial covariance structure. These results are exemplified by two sets of real data.
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This research was supported in part by Grant-in-Aid for general Scientific Research, The Ministry of Education, Science and Culture under Contract Number 03640239.
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Kanda, T. MSE's of prediction in growth curve model with covariance structures. Ann Inst Stat Math 44, 519–528 (1992). https://doi.org/10.1007/BF00050702
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DOI: https://doi.org/10.1007/BF00050702