Moments of maximum likelihood estimators in the growth curve model

DOI10.1080/02331889108802291MaRDI QIDQ3971444zbMATH OpenOpenAlexFDO

Authors Dietrich Von Rosen

Publication date 25 June 1992

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331889108802291

zbMATH Keywords

covariatesgrowth curve modelinverted Wishart distributionmaximum likelihood estimatormoments of estimatorsmoments of order up to 6multivariate linear modelPotthoff and Roy modelunknown dispersion matrix

Mathematics Subject Classification ID

Parametric inference (62F99) Estimation in multivariate analysis (62H12) Multivariate analysis (62H99)

Recommendations

• Moments for a multivariate linear model with an application to the growth curve model
• Distribution and Density Approximations of a Maximum Likelihood Estimator in the Growth Curve Model
• Maximum likelihood estimators for extended growth curve model with orthogonal between-individual design matrices
• Approximation of the Distribution of the Location Parameter in the Growth Curve Model
• Properties of the explicit estimators in the extended growth curve model

Cites work

• A mixture of the manova and gmanova models
• A note on a Manova model applied to problems in growth curve
• An error bound for an asymptotic expansion of the distribution function of an estimate in a multivariate linear model
• Error bounds for asymptotic expansions of the distribution of the MLE in a GMANOVA model
• Growth curve analysis of complete and incomplete longitudinal data
• Moments for matrix normal variables
• Some results for the GMANOVA model
• The commutation matrix: Some properties and applications
• The distribution of a generalized least squares estimator with covariance adjustment
• The growth curve model: a review

Cited in

(18)

• M-methods in growth curve analysis
• Estimating common parameters of growth curve models
• Maximum likelihood estimators for extended growth curve model with orthogonal between-individual design matrices
• The maximum likelihood estimators in the growth curve model with serial covariance structure
• Distribution and density approximation of the co variance matrix in the growth curve model
• The growth curve model: a review
• Discriminant functions from the dummy variable space for growth curve models
• scientific article; zbMATH DE number 4213281 (Why is no real title available?)
• Approximation of the Distribution of the Location Parameter in the Growth Curve Model
• A Note on the Bias and Variance of the Maximum Likelihood Estimator of the Growth Rate Parameter
• Large sample estimation and prediction for explosive growth curve models
• Best quadratic and positive semidefinite unbiased estimation of the variance matrix of the multivariate normal distribution
• Distribution and Density Approximations of a Maximum Likelihood Estimator in the Growth Curve Model
• scientific article; zbMATH DE number 5218792 (Why is no real title available?)
• Estimation in a growth curve model with singular covariance
• Distribution of the product of a Wishart matrix and a normal vector
• Asymptotic distributions of the MLE's and the LR test in the growth curve model with a serial covariance structure
• Moments for a multivariate linear model with an application to the growth curve model

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