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Robustness study for a linear growth model

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  • Khatri, C. G.

Abstract

For the linear growth curve model introduced by Potthoff and Roy (Biometrika 51 (1964), 313-326), various likelihood ratio tests and some ad hoc tests are available for the location and scale parameters on the basis of normally distributed error components. We study these tests under the assumption of elliptical (or spherical) distributions of the error components and show that these tests are null robust; and the tests for the location parameters are shown to be unbiased. These results are extended to the linear growth model in complex variables having elliptical (or spherical) complex distributions.

Suggested Citation

  • Khatri, C. G., 1988. "Robustness study for a linear growth model," Journal of Multivariate Analysis, Elsevier, vol. 24(1), pages 66-87, January.
    • Handle: RePEc:eee:jmvana:v:24:y:1988:i:1:p:66-87
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