Robustness study for a linear growth model (Q1115063)
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English | Robustness study for a linear growth model |
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Robustness study for a linear growth model (English)
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1988
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For the linear growth curve model introduced by \textit{R. F. Potthoff} and \textit{S. N. Roy} [Biometrika 51, 313-326 (1964; Zbl 0138.143)], 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.
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invariant test procedures
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general linear model
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elliptical distributions
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spherical distributions
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uncorrelatedness
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generalized inverses
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generalized least squares
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tests for sphericity
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intra-class correlation
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best linear unbiased estimator
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BLUE
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linear growth curve model
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likelihood ratio tests
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location
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scale
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null robust
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complex variables
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complex distributions
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