IDEAS home Printed from https://ideas.repec.org/a/eee/jmvana/v3y1973i1p102-116.html
   My bibliography  Save this article

Testing some covariance structures under a growth curve model

Author

Listed:
  • Khatri, C. G.

Abstract

This paper considers three types of problems: (i) the problem of independence of two sets, (ii) the problem of sphericity of the covariance matrix [Sigma], and (iii) the problem of intraclass model for the covariance matrix [Sigma], when the column vectors of X are independently distributed as multivariate normal with covariance matrix [Sigma] and E(X) = B[xi]A,A and B being given matrices and [xi] and [Sigma] being unknown. These problems are solved by the likelihood ratio test procedures under some restrictions on the models, and the null distributions of the test statistics are established.

Suggested Citation

  • Khatri, C. G., 1973. "Testing some covariance structures under a growth curve model," Journal of Multivariate Analysis, Elsevier, vol. 3(1), pages 102-116, March.
    • Handle: RePEc:eee:jmvana:v:3:y:1973:i:1:p:102-116
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/0047-259X(73)90014-6
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Rastislav Rusnačko & Ivan Žežula, 2016. "Connection between uniform and serial correlation structure in the growth curve model," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 79(2), pages 149-164, February.
    2. Ohlson, Martin & von Rosen, Dietrich, 2010. "Explicit estimators of parameters in the Growth Curve model with linearly structured covariance matrices," Journal of Multivariate Analysis, Elsevier, vol. 101(5), pages 1284-1295, May.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:3:y:1973:i:1:p:102-116. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.