LR Tests for Random-Coefficient Covariance Structures in an Extended Growth Curve Model
Identifieur interne : 001F57 ( Main/Exploration ); précédent : 001F56; suivant : 001F58LR Tests for Random-Coefficient Covariance Structures in an Extended Growth Curve Model
Auteurs : Yasunori Fujikoshi [Japon] ; Dietrich Von Rosen [Suède]Source :
- Journal of Multivariate Analysis [ 0047-259X ] ; 2000.
English descriptors
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.
Url:
DOI: 10.1006/jmva.2000.1907
Affiliations:
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<front><div type="abstract" xml:lang="en">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.</div>
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