Moments for a multivariate linear model with an application to the growth curve model

DOI10.1016/0047-259X(90)90027-FzbMath0706.62052MaRDI QIDQ918602

Dietrich von Rosen

Publication date: 1990

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

zbMATH Keywords

asymptotic resultsmaximum likelihood estimatorslinear restrictionsextended growth curve modeldispersion matrixWishartestimator of the meanexpectation of the estimated dispersion matrixinverse betainverted Wishartmoments of estimatorsmultivariate linear normal model

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

Related Items

Residuals in the growth curve model ⋮ Multiple outlier detection in growth curve model with unstructured covariance matrix ⋮ Influential observation in the growth curve model with unstructured covariance matrix ⋮ Local influence assessment in the growth curve model with unstructured covariance ⋮ Generalized ridge and principal correlation estimator of the regression coefficient in growth curve model ⋮ A novel trace test for the mean parameters in a multivariate growth curve model ⋮ Maximum likelihood estimators for extended growth curve model with orthogonal between-individual design matrices ⋮ Uniqueness conditions for maximum likelihood estimators in a multivariate linear model ⋮ Residuals in the Extended Growth Curve Model ⋮ Analysis of cross-over designs via growth curve models ⋮ The growth curve model: a review

Cites Work

• Maximum likelihood estimators in multivariate linear normal models
• A note on a Manova model applied to problems in growth curve
• An extension of the growth curve model
• A generalized multivariate analysis of variance model useful especially for growth curve problems