LR tests for random-coefficient covariance structures in an extended growth curve model

Authors
Fujikoshi, Y von Rosen, D
Citation
Y. Fujikoshi et D. Von Rosen, LR tests for random-coefficient covariance structures in an extended growth curve model, J MULT ANAL, 75(2), 2000, pp. 245-268
Citations number
15
Categorie Soggetti
Mathematics
Journal title
JOURNAL OF MULTIVARIATE ANALYSIS
ISSN journal
0047259X → ACNP
Volume
75
Issue
2
Year of publication
2000
Pages
245 - 268
Database
ISI
SICI code
0047-259X(200011)75:2<245:LTFRCS>2.0.ZU;2-N
Abstract
This paper is concerned with an extended growth curve model with two within -individual design matrices which are hierarchically related. For the model some random-coefficient covariance structures are reduced. LR tests for te sting the adequacy of each of these random-coefficient structures and their asymptotic null distributions are derived. (C) 2000 Academic Press.