Tests for random-effects covariance structures in the growth curve model with covariates

DOI10.32917/hmj/1206128618zbMath0759.62022OpenAlexW1543025915MaRDI QIDQ1199193

Takahisa Yokoyama, Yasunori Fujikoshi

Publication date: 16 January 1993

Published in: Hiroshima Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.32917/hmj/1206128618

zbMATH Keywords

likelihood ratio testgrowth curve modelcanonical formcovariance structureapproximate likelihood ratio testadditional covariatesasymptotic chi-square

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

Related Items (8)

Contributions to multivariate analysis by Professor Yasunori Fujikoshi ⋮ Small area estimation using reduced rank regression models ⋮ Mean-Squared errors of small area estimators under a multivariate linear model for repeated measures data ⋮ Tests for a family of random-effects covariance structures in a multivariate growth curve model ⋮ Optimal designs in multivariate linear models ⋮ Bilinear regression with random effects and reduced rank restrictions ⋮ Covariance components selection in high-dimensional growth curve model with random coefficients ⋮ LR tests for random-coefficient covariance structures in an extended growth curve model

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