Abstract #301861

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JSM 2002 Abstract #301861
Activity Number: 49
Type: Contributed
Date/Time: Sunday, August 11, 2002 : 4:00 PM to 5:50 PM
Sponsor: Business & Economics Statistics Section*
Abstract - #301861
Title: Comparisons of Compound Growth Rates in Longitudinal Data: Mixed Models in Finance and Management
Author(s): John Aleong* and Chandra Aleong+
Affiliation(s): Lincoln University of Pennsylvania and University of Vermont
Address: Lincoln University, Lincoln University, Pennsylvania, 19352, USA
Keywords: multiple comparisons ; nonlinear longitudinal data ; correlated rates ; ; ;
Abstract:

In many areas of finance and management, there is need to compare compound growth rates. These compound growth rates are calculated from correlated sets of nonlinear longitudinal data, which may have a wide variety of covariance matrices. Using the mixed model, with various covariance structures, the distribution of the compound growth rates is given and multiple comparison techniques are developed and illustrated with data in finance and management.

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Revised March 2002