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Estimation for parameters of interest in random effects growth curve models

Author

Listed:
  • Ip, Wai-Cheung
  • Wu, Mi-Xia
  • Wang, Song-Gui
  • Wong, Heung

Abstract

In this paper, we consider the general growth curve model with multivariate random effects covariance structure and provide a new simple estimator for the parameters of interest. This estimator is not only convenient for testing the hypothesis on the corresponding parameters, but also has higher efficiency than the least-square estimator and the improved two-stage estimator obtained by Rao under certain conditions. Moreover, we obtain the necessary and sufficient condition for the new estimator to be identical to the best linear unbiased estimator. Examples of its application are given.

Suggested Citation

  • Ip, Wai-Cheung & Wu, Mi-Xia & Wang, Song-Gui & Wong, Heung, 2007. "Estimation for parameters of interest in random effects growth curve models," Journal of Multivariate Analysis, Elsevier, vol. 98(2), pages 317-327, February.
    • Handle: RePEc:eee:jmvana:v:98:y:2007:i:2:p:317-327
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    References listed on IDEAS

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    1. Tapio Nummi, 1997. "Estimation in a random effects growth curve model," Journal of Applied Statistics, Taylor & Francis Journals, vol. 24(2), pages 157-168.
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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.

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