Autori
Montanari, Angela
Viroli, C.
Anderlucci, Laura

Titolo
A Matrix-Variate Regression Model with Canonical States: An Application to Elderly Danish Twins
Periodico
Statistica
Anno: 2014 - Volume: 74 - Fascicolo: 4 - Pagina iniziale: 367 - Pagina finale: 381

In many situations we observe a set of variables in different states (e.g. times, replicates, locations) and the interest can be to regress the matrix-variate observed data on a set of covariates. We dene a novel matrix-variate regression model characterized by canonical components with the aim of analyzing the eect of covariates in describing the variability within and between the dierent states. Despite the seeming complexity, inference can be easily performed through maximum likelihood. We derive the inferential properties of the model estimators and a general approach for hypothesis testing. Finally, the proposed method is applied to data coming from the Longitudinal Study of Aging Danish Twins (LSADT), so to investigate the causes of variation in cognitive functioning.



SICI: 0390-590X(2014)74:4<367:AMRMWC>2.0.ZU;2-E

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