The maximum likelihood estimators in the growth curve model with serial covariance structure

DOI10.1016/j.jspi.2009.03.011zbMath1368.62139OpenAlexW1988370476MaRDI QIDQ2388959

Daniel Klein, Ivan Žežula

Publication date: 22 July 2009

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2009.03.011

zbMATH Keywords

growth curve modelmaximum likelihood estimatorsserial covariance structure

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Related Items (3)

Connection between uniform and serial correlation structure in the growth curve model ⋮ Unnamed Item ⋮ On properties of Toeplitz-type covariance matrices in models with nested random effects

Cites Work

• Uniqueness conditions for maximum likelihood estimators in a multivariate linear model
• Maximum likelihood estimators in multivariate linear normal models
• Existence conditions of the uniformly minimum risk unbiased estimators in extended growth curve models
• Some results on parameter estimation in extended growth curve models
• The growth curve model: a review
• A generalized multivariate analysis of variance model useful especially for growth curve problems

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