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LR Tests for Random-Coefficient Covariance Structures in an Extended Growth Curve Model

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  • Fujikoshi, Yasunori
  • von Rosen, Dietrich

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 testing the adequacy of each of these random-coefficient structures and their asymptotic null distributions are derived.

Suggested Citation

  • Fujikoshi, Yasunori & von Rosen, Dietrich, 2000. "LR Tests for Random-Coefficient Covariance Structures in an Extended Growth Curve Model," Journal of Multivariate Analysis, Elsevier, vol. 75(2), pages 245-268, November.
    • Handle: RePEc:eee:jmvana:v:75:y:2000:i:2:p:245-268
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    References listed on IDEAS

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    1. Yasunori Fujikoshi & Takashi Kanda & Megu Ohtaki, 1999. "Growth Curve Model with Hierarchical Within-Individuals Design Matrices," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 51(4), pages 707-721, December.
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    Cited by:

    1. Shinpei Imori & Dietrich Rosen & Ryoya Oda, 2022. "Growth Curve Model with Bilinear Random Coefficients," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 84(2), pages 477-508, August.
    2. Imori, Shinpei & Rosen, Dietrich von, 2015. "Covariance components selection in high-dimensional growth curve model with random coefficients," Journal of Multivariate Analysis, Elsevier, vol. 136(C), pages 86-94.
    3. Siotani, Minoru & Wakaki, Hirofumi, 2006. "Contributions to multivariate analysis by Professor Yasunori Fujikoshi," Journal of Multivariate Analysis, Elsevier, vol. 97(9), pages 1914-1926, October.
    4. Petzold, Max & Jonsson, Robert, 2003. "Maximum Likelihood Ratio based small-sample tests for random coefficients in linear regression," Working Papers in Economics 102, University of Gothenburg, Department of Economics.
    5. Maurizio Lanfranchi & Carlo Giannetto, 2013. "The consumption of wine: a analysis of market conducted in Sicily," Romanian Statistical Review, Romanian Statistical Review, vol. 61(11), pages 21-31, December.

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