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Estimating common parameters of growth curve models

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Abstract

Suppose that we have two independent random matrices X1 and X2 having multivariate normal distributions with common unknown matrix of parameters ξ (q×m) and different unknown covariance matrices Σ1 and Σ2, given by Np1, N1 (B1ξA1;Σ1, I) and Np2, N2 (B2ξA2;Σ2, I) respectively. Let % MathType!MTEF!2!1!+-% feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr% 4rNCHbGeaGGipm0dbrpepeea0-rrpec8Ei0dbbf9q8WrFbJ8FeK8qq% -hc9Gqpee9FiuP0-is0dXdbba9pee9xq-Jbba9suk9fr-xfr-xfrpe% WZqaceaabiGaciaacaqabeaadaqaaqGaaOqaaiqbe67a4zaajaqcKf% aOaiaaigdaaaa!391C!\[\hat \xi 1\] (% MathType!MTEF!2!1!+-% feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr% 4rNCHbGeaGGipm0dbrpepeea0-rrpec8Ei0dbbf9q8WrFbJ8FeK8qq% -hc9Gqpee9FiuP0-is0dXdbba9pee9xq-Jbba9suk9fr-xfr-xfrpe% WZqaceaabiGaciaacaqabeaadaqaaqGaaOqaaiqbe67a4zaajaqcKf% aOaiaaikdaaaa!391D!\[\hat \xi 2\]) be the MLE of ξ based on X1 (X2) only. When q=1, necessary and sufficient conditions that a combined estimator of % MathType!MTEF!2!1!+-% feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr% 4rNCHbGeaGGipm0dbrpepeea0-rrpec8Ei0dbbf9q8WrFbJ8FeK8qq% -hc9Gqpee9FiuP0-is0dXdbba9pee9xq-Jbba9suk9fr-xfr-xfrpe% WZqaceaabiGaciaacaqabeaadaqaaqGaaOqaaiqbe67a4zaajaqcKf% aOaiaaigdaaaa!391C!\[\hat \xi 1\] and % MathType!MTEF!2!1!+-% feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr% 4rNCHbGeaGGipm0dbrpepeea0-rrpec8Ei0dbbf9q8WrFbJ8FeK8qq% -hc9Gqpee9FiuP0-is0dXdbba9pee9xq-Jbba9suk9fr-xfr-xfrpe% WZqaceaabiGaciaacaqabeaadaqaaqGaaOqaaiqbe67a4zaajaqcKf% aOaiaaikdaaaa!391D!\[\hat \xi 2\] has uniformly smaller covariance matrix than those of % MathType!MTEF!2!1!+-% feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr% 4rNCHbGeaGGipm0dbrpepeea0-rrpec8Ei0dbbf9q8WrFbJ8FeK8qq% -hc9Gqpee9FiuP0-is0dXdbba9pee9xq-Jbba9suk9fr-xfr-xfrpe% WZqaceaabiGaciaacaqabeaadaqaaqGaaOqaaiqbe67a4zaajaqcKf% aOaiaaigdaaaa!391C!\[\hat \xi 1\] and % MathType!MTEF!2!1!+-% feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr% 4rNCHbGeaGGipm0dbrpepeea0-rrpec8Ei0dbbf9q8WrFbJ8FeK8qq% -hc9Gqpee9FiuP0-is0dXdbba9pee9xq-Jbba9suk9fr-xfr-xfrpe% WZqaceaabiGaciaacaqabeaadaqaaqGaaOqaaiqbe67a4zaajaqcKf% aOaiaaikdaaaa!391D!\[\hat \xi 2\] are given. The k-sample problem as well as one-sample problem is also discussed. These results are extensions of those of Graybill and Deal (1959, Biometrics, 15, 543–550), Bhattacharya (1980, Ann. Statist., 8, 205–211; 1984, Ann. Inst. Statist. Math., 36, 129–134) to multivariate case.

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Authors and Affiliations

  1. Department of Mathematics, University of Tsukuba, 305, Tsukuba, Ibarak, Japan

    Tatsuya Kubokawa

Authors
  1. Nariaki Sugiura
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  2. Tatsuya Kubokawa
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Additional information

Dedicated to Professor Yukihiro Kodama on his 60th birthday.

Bowling Green State University

Visiting Professor on leave from the University of Tsukuba, Japan. Now at Department of Mathematics, University of Tsukuba, Tsukuba, Ibaraki 305, Japan.

This research was partially supported by University of Tsukuba Project Research 1986.

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Sugiura, N., Kubokawa, T. Estimating common parameters of growth curve models. Ann Inst Stat Math 40, 119–135 (1988). https://doi.org/10.1007/BF00053960

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  • DOI: https://doi.org/10.1007/BF00053960

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