
Σεμινάρια
ΟΙΚΟΝΟΜΙΚΟ ΠΑΝΕΠΙΣΤΗΜΙΟ ΑΘΗΝΩΝ
ΤΜΗΜΑ ΣΤΑΤΙΣΤΙΚΗΣ
Ανακοινώνεται ότι την Τετάρτη 24
Απριλίου 2002, και ώρα 13:00-14:00, θα δοθούν
ομιλίες από μέλη ΔΕΠ του Τμήματός μας, στην
αίθουσα Α32 του κτιρίου Αντωνιάδου, σύμφωνα
με το παρακάτω πρόγραμμα.
Τετάρτη, 24 Απριλίου 2002
Βασδέκης Βασίλειος, Λέκτορας του
Τμήματος Στατιστικής.
Τίτλος σεμιναρίου: "Covariance Adjustment Methods in
the Analysis of Repeated Measures Data"
Βασδέκης Βασίλειος
Covariance Adjustment Methods in the Analysis of Repeated Measures Data
ABSTRACT
The GMANOVA model is considered when information for one characteristic is
obtained from n individuals. It is assumed that measurements are made at q
time points. The covariance adjusted estimator is the OLS estimator adjusted
using analysis of covariance. The covariates are artificially constructed
and are obtained from the space vertical to that derived from the design matrix.
The form of the estimator is obtained as a GLS estimator using a weight matrix
of reduced rank unless all available covariates are > used. The method has
similarities to REML with the difference that the latter is a likelihood
based approach. The choice of the appropriate covariate combination is
faced by considering AIC and cross validation. A comparison between the two
methods is accomplished through a small simulation study.