IDEAS home Printed from https://ideas.repec.org/a/eee/jmvana/v75y2000i2p245-268.html
   My bibliography  Save this article

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

Author

Listed:
  • Fujikoshi, Yasunori
  • von Rosen, Dietrich

Abstract

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.

Suggested Citation

  • Fujikoshi, Yasunori & von Rosen, Dietrich, 2000. "LR Tests for Random-Coefficient Covariance Structures in an Extended Growth Curve Model," Journal of Multivariate Analysis, Elsevier, vol. 75(2), pages 245-268, November.
    • Handle: RePEc:eee:jmvana:v:75:y:2000:i:2:p:245-268
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0047-259X(00)91907-9
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    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;The Institute of Statistical Mathematics, vol. 51(4), pages 707-721, December.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    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. Shinpei Imori & Dietrich Rosen & Ryoya Oda, 2022. "Growth Curve Model with Bilinear Random Coefficients," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 84(2), pages 477-508, August.
    3. Imori, Shinpei & Rosen, Dietrich von, 2015. "Covariance components selection in high-dimensional growth curve model with random coefficients," Journal of Multivariate Analysis, Elsevier, vol. 136(C), pages 86-94.
    4. 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.
    5. Maurizio Lanfranchi & Carlo Giannetto, 2013. "The consumption of wine: a analysis of market conducted in Sicily," Romanian Statistical Review, Romanian Statistical Review, vol. 61(11), pages 21-31, December.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.

      Corrections

      All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:75:y:2000:i:2:p:245-268. See general information about how to correct material in RePEc.

      If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

      If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

      If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

      For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

      Please note that corrections may take a couple of weeks to filter through the various RePEc services.

      IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.