Variable Selection for the Growth Curve Model

AbstractIn this paper we consider the problem of selecting the covariables within individuals in the growth curve model. We propose two modifications ofAICandMIC(Cp-static), which have improvements on the bias properties. Asymptotic distributions of variable slection criteria are derived under a general situation where a polynomial growth curve of degreej0is approximately suitable. A simulation study is also given to gain some understanding on the small sample properties of these variable selection criteri