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The growth curve model with an autoregressive covariance structure

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Abstract

The growth curve model with an autoregressive covariance structure is considered. An iterative algorithm for finding the MLE's of the parameters in the model is presented, based on the modified likelihood equations. Asymptotic distributions of the MLE's are obtained when the sample size is large. A likelihood ratio statistic for testing the autoregressive covariance structure is presented.

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Authors and Affiliations

  1. Department of Mathematics, Hiroshima University, 734, Hiroshima, Japan

    Y. Fujikoshi

  2. Hiroshima Institute of Technology, Miyake, Saeki-ku, 731-51, Hiroshima, Japan

    T. Kanda

  3. Sasebo-Minami High School, Hiu-cho, 857-11, Sasebo, Japan

    N. Tanimura

Authors
  1. Y. Fujikoshi
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  2. T. Kanda
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  3. N. Tanimura
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Fujikoshi, Y., Kanda, T. & Tanimura, N. The growth curve model with an autoregressive covariance structure. Ann Inst Stat Math 42, 533–542 (1990). https://doi.org/10.1007/BF00049306

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  • DOI: https://doi.org/10.1007/BF00049306

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