Displaying 1 result from an estimated 1 matches for "phi_tj".
2009 Apr 11
2
who happenly read these two paper Mohsen Pourahmadi (biometrika1999, 2000)
...t,one part of my project is to
reanalysis the kenward cattle data by using the method in Mohsen's paper,but
I found I really can get the same or close output as he did,so,any one who
have happenly read his paper,got any idea how he got the LS estimates of
gamma.
he assumed the autoregressive phi_tj satisfy the cubic function on lag of
time,where t is from 1 to 11,j from 1 to t-1,his model is:
phi_tj=gamma1+gamma2*(t-j)+gamma3*(t-j)^2+gamma4*(t-j)^3, #biometrika
1999,page685
at first moment ,I thougt my design matrix should be
1 1 1 1
1 2 4 8
1 3 9 27.....
but I found this i...