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Testing some covariance structures under a growth curve model

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  • Khatri, C. G.

Abstract

This paper considers three types of problems: (i) the problem of independence of two sets, (ii) the problem of sphericity of the covariance matrix [Sigma], and (iii) the problem of intraclass model for the covariance matrix [Sigma], when the column vectors of X are independently distributed as multivariate normal with covariance matrix [Sigma] and E(X) = B[xi]A,A and B being given matrices and [xi] and [Sigma] being unknown. These problems are solved by the likelihood ratio test procedures under some restrictions on the models, and the null distributions of the test statistics are established.

Suggested Citation

  • Khatri, C. G., 1973. "Testing some covariance structures under a growth curve model," Journal of Multivariate Analysis, Elsevier, vol. 3(1), pages 102-116, March.
    • Handle: RePEc:eee:jmvana:v:3:y:1973:i:1:p:102-116
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    Cited by:

    1. Ohlson, Martin & von Rosen, Dietrich, 2010. "Explicit estimators of parameters in the Growth Curve model with linearly structured covariance matrices," Journal of Multivariate Analysis, Elsevier, vol. 101(5), pages 1284-1295, May.
    2. Rastislav Rusnačko & Ivan Žežula, 2016. "Connection between uniform and serial correlation structure in the growth curve model," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 79(2), pages 149-164, February.

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