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Showing 1 to 20 of 30 for “"Covariance structures"”.

  1. Analysis of Growth Curves Under Some Special Covariance Structures

    … derived these results by taking two types of covariance structures for Σ<sub>ij</sub>. These structures, namely equicorrelation structure and autoregressive structure, are most commonly used in the literature. For the autoregressive structure, the maximum likelihood estimator of the …

    odu Repository record for Analysis of Growth Curves Under Some Special Covariance Structures (opens in a new tab)

  2. Performance of AIC-Selected Spatial Covariance Structures for fMRI Data

    … observations, however selecting the correct covariance structure is difficult. Information criteria, such as AIC are often used to choose among covariance structures. Once the covariance structure is selected, significance tests can be used to determine if a region of interest within the …

    byu Repository record for Performance of AIC-Selected Spatial Covariance Structures for fMRI Data (opens in a new tab)

  3. Analysis of Paired Comparison Data Using Monte Carlo EM Algorithms

    … are presented in detail for a number of covariance structures. Wherever possible, specific conditions are given to allow researchers to examine the identifiability of the model parameters.

    uiuc Repository record for Analysis of Paired Comparison Data Using Monte Carlo EM Algorithms (opens in a new tab)

  4. Design, estimation, and prediction of computer experiments with applications to spatial data

    … and from the mining industry. For some special covariance structures, a consistent estimator is also constructed to estimate the error variance.

    uiuc Repository record for Design, estimation, and prediction of computer experiments with applications to spatial data (opens in a new tab)

  5. Selecting the Best Linear Mixed Model Using Predictive Approaches

    … statistics were studied under different variance-covariance structures. For compound symmetry structure, the success rates for all 17 statistics (marginal and conditional R-squared, PRESS, CCC, F test, AIC and BIC) were high. The study suggested using marginal rather than conditional residuals for …

    byu Repository record for Selecting the Best Linear Mixed Model Using Predictive Approaches (opens in a new tab)

  6. Hierarchical Gaussian Processes for Spatially Dependent Model Selection

    … spatial regions may have different mean and covariance structures. Our methodology accomplishes three goals: (1) cluster locations into small regions with distinct, stationary models, (2) perform Bayesian model selection within each cluster, and (3) correlate the model selection and …

    vt Repository record for Hierarchical Gaussian Processes for Spatially Dependent Model Selection (opens in a new tab)

  7. Array methods in statistics with applications to the modelling and forecasting of mortality

    … Currie et al. (2006) to cope with more general covariance structures; secondly we describe an additive model of mortality which decomposes the mortality surface into a smooth twodimensional surface and a series of smooth age dependent shocks within years; thirdly we describe an additive model of …

    heriot-watt Repository record for Array methods in statistics with applications to the modelling and forecasting of mortality (opens in a new tab)

  8. Linear Models for Multivariate Repeated Measures Data

    … ..., g groups. We assume a naturally occurring covariance structure V<sub>ij</sub> ⊗ ∑ among the p variables on the j<sup>th</sup> individual from i<sup>th</sup> group made at t<sub>ij</sub> occasions. Here V<sub>ij</sub> and ∑ are positive definite matrices of order t<sub>ij</sub> x …

    odu Repository record for Linear Models for Multivariate Repeated Measures Data (opens in a new tab)

  9. Analysis of Repeated Measures Data Under Circular Covariance

    <p>Circular covariance is important in modelling phenomena in epidemiological, communications and numerous physical contexts. We introduce and develop a variety of methods which make it a more versatile tool. First, we present two classes of estimators for use in the presence of missing …

    odu Repository record for Analysis of Repeated Measures Data Under Circular Covariance (opens in a new tab)

  10. Canonical Correlation Analysis for Longitudinal Data

    … data when the data have a Kronecker product covariance structure. Using structured correlation matrices we model the dependency of repeatedly observed data. Recent work of Srivastava, Nahtman, and von Rosen (2008) developed an iterative algorithm to determine the maximum likelihood estimate …

    odu Repository record for Canonical Correlation Analysis for Longitudinal Data (opens in a new tab)

  11. Theoretical and practical aspects of evolutionary algorithms with application to the partitioning of multivariate self-affine time series

    … minimize both the similarity in terms of the covariance structures between successive partitions, and also the difference between the partitions defined at one timescale and at another, shorter timescale. The resulting set of Pareto-efficient solution sets provides a rich representation of the …

    essex Repository record for Theoretical and practical aspects of evolutionary algorithms with application to the partitioning of multivariate self-affine time series (opens in a new tab)

  12. Model Uncertainties and Joint Inversion in Geophysics

    … measurement modalities with properly constructed covariance structures may increase accuracy in the estimates. As examples, we use linear and non-linear geophysical forward problems, namely, gravity and magnetics, to estimate the large scale representation of the associated physical parameters. As …

    auckland-ms Repository record for Model Uncertainties and Joint Inversion in Geophysics (opens in a new tab)

  13. Communication strategy development in supplier-based environmental uncertainty: the mediating effects of transaction form and interpersonal exchange norms

    … rate 47.8%). The model was tested using covariance structures analysis. The specific test was a stacked, two-group model with transaction-specific assets treated as a moderator variable. The pattern of results indicated that dealers who have more transaction-specific assets are likely to …

    vt Repository record for Communication strategy development in supplier-based environmental uncertainty: the mediating effects of transaction form and interpersonal exchange norms (opens in a new tab)

  14. Invariance Properties of Statistical Tests for Dependent Observations

    … study the problem of characterizing the class of covariance structures such that the distributions of the popular test statistics remain invariant, that is, they remain the same except for a constant factor. We first obtain some simple extensions and variations of the well known Cauchy-Schwarz …

    odu Repository record for Invariance Properties of Statistical Tests for Dependent Observations (opens in a new tab)

  15. A Comparative Simulation Study of Robust Estimators of Standard Errors

    … One approach is to carefully model the covariance structure. Another approach is robust estimation. In this approach, the covariance structure is estimated from the data. White (1980) introduced a biased, but consistent, robust estimator. Long et al. (2000) added an adjustment factor to …

    byu Repository record for A Comparative Simulation Study of Robust Estimators of Standard Errors (opens in a new tab)

  16. Performance of the Kenward-Project when the Covariance Structure is Selected Using AIC and BIC

    … approach to such analyses requires choosing a covariance structure. Information criteria, such as AIC and BIC, are often used by statisticians to help with this task. However, these criteria do not always point to the true covariance structure and therefore the wrong covariance structure is …

    byu Repository record for Performance of the Kenward-Project when the Covariance Structure is Selected Using AIC and BIC (opens in a new tab)

  17. Spatio-Temporal Dependence of Precipitation over the Contiguous United States

    … formulation of convection yields spatio-temporal covariance structures that agree closely with observations. The explicit scheme shows however, a systematic tendency to propagate summertime precipitating storm systems to the right of observations, suggesting that the model's convection is too …

    arizona-thes Repository record for Spatio-Temporal Dependence of Precipitation over the Contiguous United States (opens in a new tab)

  18. A descriptive study of a program of adult education for the national programme charged with the reduction of illiteracy in Tanzania

    … of the exploratory factor analysis results.The covariance structures of males and females were judged to be similar. Therefore, a principal components analysis using SPSS-X (Nie, 1983) was used to determine the optional number of factors to retain for males and females together in two separate …

    ballstate-thes Repository record for A descriptive study of a program of adult education for the national programme charged with the reduction of illiteracy in Tanzania (opens in a new tab)

  19. Analysis of the Total individual progress level I pre-kindergarten screen : comparison of the factor structure for males and females

    … of the exploratory factor analysis results.The covariance structures of males and females were judged to be similar. Therefore, a principal components analysis using SPSS-X (Nie, 1983) was used to determine the optional number of factors to retain for males and females together in two separate …

    ballstate-thes Repository record for Analysis of the Total individual progress level I pre-kindergarten screen : comparison of the factor structure for males and females (opens in a new tab)

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