In repeated Measure Designs with multiple groups, the primary purpose is to compare different groups in various aspects. For several reasons, the number of measurements and therefore the dimension of the observation vectors can depend on the group, making the usage of existing approaches impossible. We develop an approach which can be used not only for a possibly increasing number of groups $a$, but also for group-depending dimension $d_i$, which is allowed to go to infinity. This is a unique high-dimensional asymptotic framework impressing through its variety and do without usual conditions on the relation between sample size and dimension. It especially includes settings with fixed dimensions in some groups and increasing dimensions in other ones, which can be seen as semi-high-dimensional. To find a appropriate statistic test new and innovative estimators are developed, which can be used under these diverse settings on $a,d_i$ and $n_i$ without any adjustments. We investigated the asymptotic distribution of a quadratic-form-based test statistic and developed an asymptotic correct test. Finally, an extensive simulation study is conducted to investigate the role of the single group's dimension.
翻译:在多个组的反复度量设计中,主要目的是在多个组别中比较不同组别。出于若干原因,测量的数量和观测矢量的维度可取决于该组,因此无法使用现有方法。我们开发了一种方法,不仅可用于可能越来越多的组别,而且可用于组分维度($a美元),允许将其无限期地使用。这是一个独特的高维无症状框架,通过其多样性,不给样本大小和尺寸之间的关系规定通常的条件。它特别包括某些组别中具有固定维度的设置和其他组别中具有日益扩大的维度,可被视为半高维度。为了找到适当的统计测试,开发了新的创新的估量器,可在这些不同环境下用于$a、d_i美元和$n_i美元,不作任何调整。我们调查了基于二次形态的测试统计的无症状分布,并开发了一种有孔调的正确测试。最后,进行了广泛的模拟研究,以调查单一组维度的作用。