The Minimum Norm Estimation of Covariance Matrix in the Extended Growth Curve Model with Covariant Variables
Gui Yong-xin · Journal of Xianning Teachers College · 2004
Considered the extended growth curve model with covariant variables:Y=X_1B_1W~′_1+X_2B_2W~′_2+B_3W~′_3+R,where μ(W_2)μ(W_1),but no limit for W_3,this paper derives MINQE(U,I) of the estimable parameter function tr(C∑) on the base of Principle of Minimum Norm and genernal projective theory.