Explicit estimators of parameters in the growth curve model with linearly structured covariance matrices
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Cites work
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- Estimation of a covariance matrix with zeros
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Cited in
(23)- Multiple-response repeated measurement or multivariate growth curve model with distribution-free errors
- On properties of Toeplitz-type covariance matrices in models with nested random effects
- Maximum likelihood estimators for extended growth curve model with orthogonal between-individual design matrices
- Estimation of Growth Curve Models with Structured Error Covariances by Generalized Estimating Equations
- Estimation of parameters in the extended growth curve model with a linearly structured covariance matrix
- Gauss-Markov and weighted least-squares estimation under a general growth curve model
- On intraclass structure estimation in the growth curve model
- Estimation of parameters in the growth curve model via an outer product least squares approach for covariance
- Connection between uniform and serial correlation structure in the growth curve model
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- The maximum likelihood estimators in the growth curve model with serial covariance structure
- Overview of recent results in growth-curve-type multivariate linear models
- Unbiased estimator of correlation coefficient
- The simultaneous estimation of \(\text{tr} (D'B)+ \text{tr} (C\Sigma)\) in the growth curve model
- A New Method for Estimating Growth Transition Matrices
- Reference priors for the growth curve model with general covariance structures
- Estimating parameters in extended growth curve models with special covariance structures
- Extended GMANOVA model with a linearly structured covariance matrix
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- Testing in the growth curve model with intraclass correlation structure
- Correlated Bivariate Linear Growth Models: Optimal Designs for Slope Parameter Estimation
- On MLEs in an extended multivariate linear growth curve model
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