Heteroscedastic additive models - Estimating the fixed effects and covariance matrix parameters
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Tarih
2021
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Erişim Hakkı
info:eu-repo/semantics/openAccess
Özet
This work aims to deduce estimators for the unknown parameters of fixed effects and covariance matrix structure in heteroscedastic additive design. In order to do that, the design will be projected onto the orthogonal complement of the subspace spanned by columns of design matrix for the fixed effects, and the Kronecker product will be used to produced unbiased estimators for the parameters of covariance matrix, and then such estimators used to produce an estimator for the fixed effect vector. Moreover, the coefficient of determination for both fixed effects and covariance structure will be derived. A simulation study will be conducted, and a numerical example will be explored.
Açıklama
Anahtar Kelimeler
Orthogonal matrix, heteroscedasticity, additive design, Kronecker product
Kaynak
Hacettepe Journal of Mathematics and Statistics
WoS Q Değeri
Scopus Q Değeri
Cilt
50
Sayı
2
