Influence Analysis on Ridge Estimator in Growth Curve Model with Covariance Matrix Disturbance
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Abstract
In this paper, the author establishes the relationships of ridge estimator between Growth Curve Model and Disturbing Growth Curve Model, discusses the influence of ridge estimator with covariance matrix disturbance or data missing, and gives the generalized Cook’s distance on the ridge estimator. Finally, the numerical example analyzed shows that the author’s results are useful in practice.
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