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Full-Text Articles in Statistical Models
Modeling And Efficient Estimation Of Intra-Family Correlations, Roy Sabo
Modeling And Efficient Estimation Of Intra-Family Correlations, Roy Sabo
Mathematics & Statistics Theses & Dissertations
Familial data occur when observations are taken on multiple members of the same family. Due to relationships between these members, both genetic and by cohabitation, their response variables will likely exhibit some form of dependence. Most of the existing literature models this dependence with an equicorrelated structure. This structure is appropriate when the dependencies between family members are similar, such as in genetic studies, but not in cases where we expect the dependencies to differ, such as behavioral comparisons across different age groups. In this dissertation we first discuss an alternative structure based upon first-order autoregressive correlation. Specifically we create …
Estimation Of Parameters In Replicated Time Series Regression Models, Genming Shi
Estimation Of Parameters In Replicated Time Series Regression Models, Genming Shi
Mathematics & Statistics Theses & Dissertations
The time series regression model was widely studied in the literature by several authors. However, statistical analysis of replicated time series regression models has received little attention. In this thesis, we study the application of quasi-least squares, a relatively new method, to estimate the parameters in replicated time series models with general ARMA( p, q) correlation structure. We also study several established methods for estimating the parameters in those models, including the maximum likelihood, method of moments, and the GEE method. Asymptotic comparisons of the methods are made bV fixing the number of repeated measurements in each series, and …