Modified Cp Criterion for Optimizing Ridge and Smooth Parameters in the MGR Estimator for the Nonparametric GMANOVA Model

@inproceedings{Nagai2011ModifiedCC,
  title={Modified Cp Criterion for Optimizing Ridge and Smooth Parameters in the MGR Estimator for the Nonparametric GMANOVA Model},
  author={Isamu Nagai},
  year={2011}
}
Longitudinal trends of observations can be estimated using the generalized multivariate analysis of variance (GMANOVA) model proposed by [10]. In the present paper, we consider estimating the trends nonparametrically using known basis functions. Then, as in nonparametric regression, an overfitting problem occurs. [13] showed that the GMANOVA model is equivalent to the varying coefficient model with non-longitudinal covariates. Hence, as in the case of the ordinary linear regression model, when… CONTINUE READING
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