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LR Tests for Random-Coefficient Covariance Structures in an Extended Growth Curve Model


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  • Fujikoshi, Yasunori
  • von Rosen, Dietrich
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    This paper is concerned with an extended growth curve model with two within-individual design matrices which are hierarchically related. For the model some random-coefficient covariance structures are reduced. LR tests for testing the adequacy of each of these random-coefficient structures and their asymptotic null distributions are derived.

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    Bibliographic Info

    Article provided by Elsevier in its journal Journal of Multivariate Analysis.

    Volume (Year): 75 (2000)
    Issue (Month): 2 (November)
    Pages: 245-268

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    Handle: RePEc:eee:jmvana:v:75:y:2000:i:2:p:245-268

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    Keywords: asymptotic distributions; extended growth curve model; LR tests; random-coefficient covariance structures;


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    1. Yasunori Fujikoshi & Takashi Kanda & Megu Ohtaki, 1999. "Growth Curve Model with Hierarchical Within-Individuals Design Matrices," Annals of the Institute of Statistical Mathematics, Springer, vol. 51(4), pages 707-721, December.
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    Cited by:
    1. Petzold, Max & Jonsson, Robert, 2003. "Maximum Likelihood Ratio based small-sample tests for random coefficients in linear regression," Working Papers in Economics 102, University of Gothenburg, Department of Economics.
    2. Siotani, Minoru & Wakaki, Hirofumi, 2006. "Contributions to multivariate analysis by Professor Yasunori Fujikoshi," Journal of Multivariate Analysis, Elsevier, vol. 97(9), pages 1914-1926, October.


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