Moments of maximum likelihood estimators in the growth curve model

DOI10.1080/02331889108802291zbMATH Open0738.62067OpenAlexW2049090258MaRDI QIDQ3971444FDOQ3971444

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

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

zbMATH Keywords

covariatesmaximum likelihood estimatormultivariate linear modelgrowth curve modelmoments of estimatorsinverted Wishart distributionmoments of order up to 6Potthoff and Roy modelunknown dispersion matrix

Mathematics Subject Classification ID

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

Cites Work

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

Cited In (17)

• Distribution of the product of a Wishart matrix and a normal vector
• Maximum likelihood estimators for extended growth curve model with orthogonal between-individual design matrices
• Estimating common parameters of growth curve models
• Title not available (Why is that?)
• Best quadratic and positive semidefinite unbiased estimation of the variance matrix of the multivariate normal distribution
• The maximum likelihood estimators in the growth curve model with serial covariance structure
• Large sample estimation and prediction for explosive growth curve models
• Discriminant functions from the dummy variable space for growth curve models
• Estimation in a growth curve model with singular covariance
• Moments for a multivariate linear model with an application to the growth curve model
• A Note on the Bias and Variance of the Maximum Likelihood Estimator of the Growth Rate Parameter
• Distribution and density approximation of the co variance matrix in the growth curve model
• Approximation of the Distribution of the Location Parameter in the Growth Curve Model
• The growth curve model: a review
• M-methods in growth curve analysis
• Distribution and Density Approximations of a Maximum Likelihood Estimator in the Growth Curve Model
• Title not available (Why is that?)

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