Robustness study for a linear growth model

DOI10.1016/0047-259X(88)90103-0MaRDI QIDQ1115063zbMATH OpenFDO

Authors Chinubal G. Khatri

Publication date 1988

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0047-259X(88)90103-0

zbMATH Keywords

best linear unbiased estimatorBLUEcomplex distributionscomplex variableselliptical distributionsgeneral linear modelgeneralized inversesgeneralized least squaresintra-class correlationinvariant test procedureslikelihood ratio testslinear growth curve modellocationnull robustscalespherical distributionstests for sphericityuncorrelatedness

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15)

Review text

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.

Cites work

• A generalized multivariate analysis of variance model useful especially for growth curve problems
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• scientific article; zbMATH DE number 3655180 (Why is no real title available?)
• scientific article; zbMATH DE number 3578221 (Why is no real title available?)
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• Invariant scale matrix hypothesis tests under elliptical symmetry
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Cited in

(3)

• The growth curve model: a review
• Some asymptotic inferential problems connected with complex elliptical distribution
• Some properties of BLUE in a linear model and canonical correlations associated with linear transformations

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