Growth curve models and statistical diagnostics:
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
New York [u.a.]
Springer [u.a.]
2002
|
| Series: | Springer series in statistics
|
| Subjects: | |
| Links: | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009467235&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| Physical Description: | XVII, 387 S. graph. Darst. |
| ISBN: | 0387950532 703008439X |
Staff View
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Record in the Search Index
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| adam_text | JIAN-XIN PAN KAI-TAI FANG GROWTH CURVE MODELS AND STATISTICAL
DIAGNOSTICS WITH 109 FIGURES SCIENCE PRESS SPRINGER BEIJING NEW YORK
CONTENTS PREFACE VII ACRONYMS XV NOTATION XVI CHAPTER 1 INTRODUCTION 1
1.1 GENERAL REMARKS 1 1.1.1 STATISTICAL DIAGNOSTICS 1 1.1.2 OUTLIERS AND
INFLUENTIAL OBSERVATION 3 1.2 STATISTICAL DIAGNOSTICS IN MULTIVARIATE
ANALYSIS 10 1.2.1 MULTIPLE OUTLIERS IN MULTIVARIATE DATA 10 1.2.2
STATISTICAL DIAGNOSTICS IN MULTIVARIATE MODELS 14 1.3 GROWTH CURVE MODEL
(GCM) 16 1.3.1 A BRIEF REVIEW 16 1.3.2 COVARIANCE STRUCTURE SELECTION 19
1.4 SUMMARY 23 1.4.1 STATISTICAL INFERENCE 24 1.4.2 DIAGNOSTICS WITHIN A
LIKELIHOOD FRAMEWORK 25 1.4.3 DIAGNOSTICS WITHIN A BAYESIAN FRAMEWORK 26
1.5 PRELIMINARY RESULTS 28 1.5.1 MATRIX OPERATION AND MATRIX DERIVATIVE
28 1.5.2 MATRIX-VARIATE NORMAL AND T DISTRIBUTIONS 32 1.6 FURTHER
READINGS 37 CHAPTER 2 GENERALIZED LEAST SQUARE ESTIMATION 38 2.1 GENERAL
REMARKS 38 2.1.1 MODEL DEFINITION 38 2.1.2 PRACTICAL EXAMPLES 45 2.2
GENERALIZED LEAST SQUARE ESTIMATION 52 XII CONTENTS 2.2.1 GENERALIZED
LEAST SQUARE ESTIMATE (GLSE) 52 2.2.2 BEST LINEAR UNBIASED ESTIMATE
(BLUE) 58 2.2.3 ILLUSTRATIVE EXAMPLES 63 2.3 ADMISSIBLE ESTIMATE OF
REGRESSION COEFFICIENT 68 2.3.1 ADMISSIBILITY 68 2.3.2 NECESSARY AND
SUFFICIENT CONDITION 71 2.4 BIBLIOGRAPHICAL NOTES 74 77 CHAPTER 3
MAXIMUM LIKELIHOOD ESTIMATION 3.1 MAXIMUM LIKELIHOOD ESTIMATION 77 3.1.1
MAXIMUM LIKELIHOOD ESTIMATE (MLE) 77 3.1.2 EXPECTATION AND
VARIANCE-COVARIANCE 87 3.1.3 ILLUSTRATIVE EXAMPLES 100 3.2 RAO S SIMPLE
COVARIANCE STRUCTURE (SCS) 113 3.2.1 CONDITION THAT THE MLE IS IDENTICAL
TO THE GLSE 113 3.2.2 ESTIMATES OF DISPERSION COMPONENTS 119 3.2.3
ILLUSTRATIVE EXAMPLES 130 3.3 RESTRICTED MAXIMUM LIKELIHOOD ESTIMATION
137 3.3.1 RESTRICTED MAXIMUM LIKELIHOOD (REMLS) ESTIMATE 137 3.3.2 REMLS
ESTIMATES IN THE GCM 140 3.3.3 ILLUSTRATIVE EXAMPLES 152 3.4
BIBLIOGRAPHICAL NOTES 156 CHAPTER 4 DISCORDANT OUTLIER AND INFLUENTIAL
OBSERVATION 159 4.1 GENERAL REMARKS 159 4.1.1 DISCORDANT
OUTLIER-GENERATING MODEL 159 4.1.2 INFLUENTIAL OBSERVATION 161 4.2
DISCORDANT OUTLIER DETECTION IN THE GCM WITH SCS 163 4.2.1 MULTIPLE
INDIVIDUAL DELETION MODEL (MIDM) 163 4.2.2 MEAN SHIFT REGRESSION MODEL
(MSRM) 165 4.2.3 MULTIPLE DISCORDANT OUTLIER DETECTION 167 4.2.4
ILLUSTRATIVE EXAMPLES 170 4.3 INFLUENTIAL OBSERVATION IN THE GCM WITH
SCS 176 4.3.1 GENERALIZED COOK-TYPE DISTANCE 176 4.3.2 CONFIDENCE
ELLIPSOID S VOLUME 179 4.3.3 INFLUENCE ASSESSMENT ON LINEAR COMBINATION
182 4.3.4 ILLUSTRATIVE EXAMPLES 185 4.4 DISCORDANT OUTLIER DETECTION IN
THE GCM WITH UC 192 4.4.1 MULTIPLE INDIVIDUAL DELETION MODEL (MIDM) 192
4.4.2 MEAN SHIFT REGRESSION MODEL (MSRM) 195 4.4.3 MULTIPLE DISCORDANT
OUTLIER DETECTION 198 4.4.4 ILLUSTRATIVE EXAMPLES 204 CONTENTS XIII 4.5
INFLUENTIAL OBSERVATION IN THE GCM WITH UC 207 4.5.1 GENERALIZED
COOK-TYPE DISTANCE 207 4.5.2 CONFIDENCE ELLIPSOID S VOLUME 208 4.5.3
INFLUENCE ASSESSMENT ON LINEAR COMBINATION 212 4.5.4 ILLUSTRATIVE
EXAMPLES 215 4.6 BIBLIOGRAPHICAL NOTES 221 CHAPTER 5 LIKELIHOOD-BASED
LOCAL INFLUENCE 224 5.1 GENERAL REMARKS 224 5.1.1 BACKGROUND 224 5.1.2
LOCAL INFLUENCE ANALYSIS 226 5.2 LOCAL INFLUENCE ASSESSMENT IN THE GCM
WITH SCS 229 5.2.1 OBSERVED INFORMATION MATRIX 229 5.2.2 HESSIAN MATRIX
231 5.2.3 COVARIANCE-WEIGHTED PERTURBATION 236 5.2.4 ILLUSTRATIVE
EXAMPLES 238 5.3 LOCAL INFLUENCE ASSESSMENT IN THE GCM WITH UC 247 5.3.1
OBSERVED INFORMATION MATRIX 247 5.3.2 HESSIAN MATRIX 249 5.3.3
COVARIANCE-WEIGHTED PERTURBATION 256 5.3.4 ILLUSTRATIVE EXAMPLES 258 5.4
BIBLIOGRAPHICAL NOTES 262 CHAPTER 6 BAYESIAN INFLUENCE ASSESSMENT 264
6.1 GENERAL REMARKS 264 6.1.1 BAYESIAN INFLUENCE ANALYSIS 264 6.1.2
KULLBACK-LEIBLER DIVERGENCE 267 6.2 BAYESIAN INFLUENCE ANALYSIS IN .THE
GCM WITH SCS 269 6.2.1 POSTERIOR DISTRIBUTION 269 6.2.2 BAYESIAN
INFLUENCE MEASUREMENT 271 6.2.3 ILLUSTRATIVE EXAMPLES 277 6.3 BAYESIAN
INFLUENCE ANALYSIS IN THE GCM WITH UC 286 6.3.1 POSTERIOR DISTRIBUTION
286 6.3.2 BAYESIAN INFLUENCE MEASUREMENT 293 6.3.3 ILLUSTRATIVE EXAMPLES
301 6.4 BIBLIOGRAPHICAL NOTES 305
|
| any_adam_object | 1 |
| author | Pan, Jianxin Fang, Kaitai 1940- |
| author_GND | (DE-588)142932450 (DE-588)124276628 |
| author_facet | Pan, Jianxin Fang, Kaitai 1940- |
| author_role | aut aut |
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| author_variant | j p jp k f kf |
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| ctrlnum | (OCoLC)44162563 (DE-599)BVBBV013840505 |
| dewey-full | 519.2/3521 519.2/35 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.2/35 21 519.2/35 |
| dewey-search | 519.2/35 21 519.2/35 |
| dewey-sort | 3519.2 235 221 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV013840505 |
| illustrated | Illustrated |
| indexdate | 2024-12-20T10:54:29Z |
| institution | BVB |
| isbn | 0387950532 703008439X |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-009467235 |
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| physical | XVII, 387 S. graph. Darst. |
| publishDate | 2002 |
| publishDateSearch | 2002 |
| publishDateSort | 2002 |
| publisher | Springer [u.a.] |
| record_format | marc |
| series2 | Springer series in statistics |
| spellingShingle | Pan, Jianxin Fang, Kaitai 1940- Growth curve models and statistical diagnostics Analyse multivariée Lineaire modellen gtt Modèles linéaires (Statistique) Multivariate analyse gtt Linear models (Statistics) Multivariate analysis Multivariate Varianzanalyse (DE-588)4517747-8 gnd Lineares Modell (DE-588)4134827-8 gnd Multivariate Analyse (DE-588)4040708-1 gnd |
| subject_GND | (DE-588)4517747-8 (DE-588)4134827-8 (DE-588)4040708-1 |
| title | Growth curve models and statistical diagnostics |
| title_auth | Growth curve models and statistical diagnostics |
| title_exact_search | Growth curve models and statistical diagnostics |
| title_full | Growth curve models and statistical diagnostics Jian-Xin Pan ; Kai-Tai Fang |
| title_fullStr | Growth curve models and statistical diagnostics Jian-Xin Pan ; Kai-Tai Fang |
| title_full_unstemmed | Growth curve models and statistical diagnostics Jian-Xin Pan ; Kai-Tai Fang |
| title_short | Growth curve models and statistical diagnostics |
| title_sort | growth curve models and statistical diagnostics |
| topic | Analyse multivariée Lineaire modellen gtt Modèles linéaires (Statistique) Multivariate analyse gtt Linear models (Statistics) Multivariate analysis Multivariate Varianzanalyse (DE-588)4517747-8 gnd Lineares Modell (DE-588)4134827-8 gnd Multivariate Analyse (DE-588)4040708-1 gnd |
| topic_facet | Analyse multivariée Lineaire modellen Modèles linéaires (Statistique) Multivariate analyse Linear models (Statistics) Multivariate analysis Multivariate Varianzanalyse Lineares Modell Multivariate Analyse |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009467235&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT panjianxin growthcurvemodelsandstatisticaldiagnostics AT fangkaitai growthcurvemodelsandstatisticaldiagnostics |