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Study on Random-Effects Models for Repeated Measures Data

Research Project

Project/Area Number 12640106
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeSingle-year Grants
Section一般
Research Field General mathematics (including Probability theory/Statistical mathematics)
Research InstitutionTOKYO GAKUGEI UNIVERSITY

Principal Investigator

YOKOYAMA Takahisa  Tokyo Gakugei University, Faculty of Education, Associate Prof., 教育学部, 助教授 (20240864)

Co-Investigator(Kenkyū-buntansha) FUJIKOSHI Yosunori  Hiroshima University, Faculty of Science, Prof., 理学研究科, 教授 (40033849)
NAKAMURA Tadashi  Okayama University of Science, Faculty of Informatics, Prof., 総合情報学部, 教授 (20069074)
TAKADA Yoshikazu  Kumamoto University, Faculty of Engineering, Prof., 工学部, 教授 (70114098)
Project Period (FY) 2000 – 2001
Project Status Completed (Fiscal Year 2001)
Budget Amount *help
¥1,300,000 (Direct Cost: ¥1,300,000)
Fiscal Year 2001: ¥500,000 (Direct Cost: ¥500,000)
Fiscal Year 2000: ¥800,000 (Direct Cost: ¥800,000)
KeywordsRepeated Measures / Random Effects / Covariance Structure / Growth Curve Model
Research Abstract

First weconsider a multivariatc growth curve model with covaria'tcs and random effects. The model is a mixed MANOVA-GMANOVA model which has multivariatc random-effects covariance structures. Test statistics for a general hypothesis concerning the adequacy of a family of the covariance structures arc proposed. A modified LR statistic for the hypothesis and its asymptotic expansion arc obtained. The MLE's of unknown mean parameters arc obtained under the covariance structures. The efficiency of the MLE is discussed (Kumamoto J. Math. 13 (2000), Hiroshima Math. J. 30 (2000)). Next we consider profileanalysis in two extended growth curve models. The first is a growth curve model with parallel mean profiles, which has a random effects covariance structure based on a single response variable ; the second is a multivariatc growth curve model with parallel mean profiles, which has a multivariate random effects covariance structure based on several response variables. For testing "no condition variation" and "level" hypotheses concerning parallel mean profiles of several groups, we obtain the Wald's criteria and their asymptotic non-null distributions. We also consideran extended grswth curve model with two hierarchical within-individuals design matrices, which is useful in analyzing mean profiles of several groups with parallel polynomial growth curves. The covariance structure based on a random effects model is assumed. The MLE's arc obtained under the random effects covariance structure. The efficiency of the MLE is discussed. A numerical example is also given (Amer. J. Math. ManagementSci. 20 (2000), Hiroshima Math. J. 31 (2001)).

Report

(3 results)
  • 2001 Annual Research Report   Final Research Report Summary
  • 2000 Annual Research Report
  • Research Products

    (42 results)

All Other

All Publications (42 results)

  • [Publications] T.Yokoyama: "Analysis of multivariate growth curves with covariates"kumamoto Journal of Mathematics. 13. 75-81 (2000)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] T.Yokoyama: "A multivariate growth curve model with differing numbers of random effects"Hiroshima Mathematical Journal. 30. 525-536 (2000)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] T.Yokoyama: "Non-null distributions of the Wald's criteria in random effects growth curve models"American Journal of Mathematical and Management Sciences. 20. 415-431 (2000)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] T.Yokoyama: "Estimation in a random effects model with parallel polynomial growth curves"Hiroshima Mathematical Journal. 31. 425-433 (2001)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] T.Yokoyama: "The MLE's in a parallel profile model with polynomial growth curves"Technical Report Series of Statistical Research Group Hiroshima University. 00-4. 1-11 (2000)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] Y.Takada: "Median unbiasedness and Pitman's measure of closeness in a prediction problem"Kumamoto Journal of Mathematics. 13. 67-74 (2000)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] Y.Takada: "Second-order properties of a two-stage procedure for comparing several treatments with a control"Jourual of the Japan Statistical Society. 30. 27-41 (2000)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] Y.Takada: "Sequential point estimation of normal mean under LINEX loss function"Metrika. 52. 163-171 (2000)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] Y.Takada: "Bayes sequential estimation of Poisson mean under a linex loss function"Sequential Analysis. 20. 55-64 (2001)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] T.Nakamura: "An initial estimator of scale parameter based on binary data"Bulletin of Faculty of Education Okayama University. 110. 141-149 (2000)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] T.Nakamura: "Conservative tendency of the Crude Odds Ratio"Journal of the Japan Statistical Society. 31. 53-65 (2001)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] Y.Fujikoshi: "Error bound for asymptotic approximations of the distribution when the sample size and the dimension are large"Journal of Multivariate Analysis. 73. 1-17 (2000)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] Y.Fujikoshi: "Transformations with improved chi-squared approximations"Journal of Multivariate Analysis. 73. 249-263 (2000)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] Y.Fujikoshi: "LR tests for random-coefficient covariance structures in an extended growth curve model"Journal of Multivariate Analysis. 75. 245-268 (2000)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] Y.Fujikoshi: "Asymptotic expansions for the distributions of multivariate basic statistics and one-way MANOVA tests under nonnormality"Journal of Statistical Planning and inference. (to apprear).

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] T.Yokoyama: "Analysis of iniillivariatc growth curves wilh covariales"Kumamolo Journal of Mathematics. 13. 75-81 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] T.Yokoyama: "A multivariate growth curve model with differing nunbers of random effects"Hiroshima Mathematical Journal. 30. 525-536 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] T.Yokoyama: "Non-null distributions of the Wald's criteria in random effects growth curve models"Journal of Mathematical and Management Scicnces. 20. 415-431 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] T.Yokoyama: "Eslimation in a random effects model will parallel polynomial growth curves"Hiroshima Mathematical Journal. 31. 425-433 (2001)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] T.Yokoyama: "The MLE's in a parallel profile model with polynomial growth curves"Technical Report Scries of Statistical Research Group Hiroshima University. 00-4. 1-11 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] Y.Takada: "Mcdian unhiascclncss and Pitman's measure of closeness in a prediction problem"Kumamoto Journal of Mathematics. 13. 67-74 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] Y.Takada: "Sccond-ordcr properties of a two-stage procedures for comparing several treatments with a control"Journal of the Japan Statistical Society. 30. 27-41 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] Y.Takada: "Scquential point estimation of normal mean under LINEX loss function"Mctrika. 52. 163-171 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] Y.Takada: "Bayes sequential estimation of Poisson mean under a linex loss function"Scqiicnlial Analysis. 20. 55-64 (2001)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] T.Nakamura: "An initial cslimalor of scale parameter based on binary response data"Bulletin of Facully of Education Okayama University. 110. 141-149 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] T.Nakamura: "Conservative tendency of the Crude Odds Ratio"Journal of the Japan Statistical Society. 31. 53-65 (2001)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] Y.Fujikoshi: "Error bound for asymptotic approximations of the distribution when the sample size and the dimension are large"Journalof Mullivarialc Analysis. 73. 1-17 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] Y.Fujikoshi: "Transformations with improved chi-squarcd approximations"Journal of Mullivariate Analysis. 73. 249-263 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] Y.Fujikoshi: "LR tests for random-coefficient covariancc structures in an extended growth curve model"Journal of Mullivariate Analysis. 75. 245-268 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] Y.Fujikoshi: "Asymptotic expansions for the distributions of mullivariatc basicstatistics and one-way MANOVA tests under nonnormality"Journal of Statistical Planning and Infercnce. o appear.

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] T.Yokoyama: "Estimation in a random effects model with parallel polynomial growth curves"Hiroshima Mathematical Journal. 31. 425-433 (2001)

    • Related Report
      2001 Annual Research Report
  • [Publications] Y.Takada: "Bayes sequential of Poisson mean under a linex loss function"Sequential Analysis. 20. 55-64 (2001)

    • Related Report
      2001 Annual Research Report
  • [Publications] T.Nakamura: "Conservative tendency of the Crude Odds Ratio"Journal of the Japan Statistical Society. 31. 53-65 (2001)

    • Related Report
      2001 Annual Research Report
  • [Publications] Y.Fujikoshi: "Asymptotic expansions for the distributions of multivariate basic statistics and one-way MANOVA tests under nonnormality"Journal of Statistical Planning and inference. (to appear).

    • Related Report
      2001 Annual Research Report
  • [Publications] T.Yokoyama: "Analysis of multivariate growth curves with covariates"Kumamoto Journal of Mathematics. 13. 75-81 (2000)

    • Related Report
      2000 Annual Research Report
  • [Publications] T.Yokoyama: "A multivariate growth curve model with differing numbers of random effects"Hiroshima Mathematical Journal. 30・3. 525-536 (2000)

    • Related Report
      2000 Annual Research Report
  • [Publications] T.Yokoyama: "Non-null distributions of the Wald's criteria in random effects growth curve models"Journal of Mathematical and Management Sciences. (to appear).

    • Related Report
      2000 Annual Research Report
  • [Publications] Y.Takada: "Median unbiasedness and Pitman's measure of closeness in a prediction problem"Kumamoto Journal of Mathematics. 13. 67-74 (2000)

    • Related Report
      2000 Annual Research Report
  • [Publications] Y.Takada: "Second-order properties of a two-stage procedures for comparing several treatments with a control"Journal of the Japan Statistical Society. 30・1. 27-41 (2000)

    • Related Report
      2000 Annual Research Report
  • [Publications] T.Nakamura: "An initial estimator of scale parameter based on binary response data"Bulletin of Faculty of Education Okayama University. 110. 141-149 (2000)

    • Related Report
      2000 Annual Research Report
  • [Publications] Y.Fujikoshi: "Error bound for asymptotic approximations of the distribution when the sample size and the dimension are large"Journal of Multivariate Analysis. 73. 1-17 (2000)

    • Related Report
      2000 Annual Research Report
  • [Publications] Y.Fujikoshi: "Transformations with improved chi-squared approximations"Journal of Multivariate Analysis. 73. 249-263 (2000)

    • Related Report
      2000 Annual Research Report

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Published: 2000-04-01   Modified: 2016-04-21  

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