Improving on MLE of coefficient matrix in a growth curve model

Consider estimating the coefficient matrix in a growth curve model for two types of quadratic loss functions. The paper shows that the MLE is dominated by various kinds of shrinkage estimators.

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Bibliographic Details
Published in:Journal of statistical planning and inference 1992-05, Vol.31 (2), p.169-177
Main Authors: Kubokawa, T., Saleh, A.K.Md.E., Morita, K.
Format: Article
Language:English
Subjects:
Decision theory
Exact sciences and technology
Growth curve model
inadmissibility
Mathematics
Probability and statistics
Sciences and techniques of general use
shrinkage estimator
Statistics
Stein problem
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Description
Summary:Consider estimating the coefficient matrix in a growth curve model for two types of quadratic loss functions. The paper shows that the MLE is dominated by various kinds of shrinkage estimators.
ISSN:0378-3758
1873-1171
DOI:10.1016/0378-3758(92)90027-P