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Growth Curve Model with Orthogonal Covariance Structure

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Recent Developments in Multivariate and Random Matrix Analysis

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Abstract

In this paper we study the Growth Curve model with orthogonal covariance structure and derive estimators for all parameters. The orthogonal covariance structure is a generalization of many known structures, e.g., compound symmetry covariance structure. Hence, we compare our estimators with earlier results found in the literature.

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Acknowledgements

For Miguel Fonseca, this work was partially supported by the Fundação para a CiŘncia e a Tecnologia (Portuguese Foundation for Science and Technology) through the project UIDB/00297/2020 (Centro de Matemática e Aplicações).

The authors would also like to thank the reviewer of this paper for several valuable and helpful suggestions and comments.

Author information

Authors and Affiliations

  1. Centro de Matemática e Aplicações (CMA), FCT, UNL, Almada, Portugal

    Miguel Fonseca

  2. Departamento de Matemática, FCT, UNL, Almada, Portugal

    Miguel Fonseca

  3. Department of Mathematics, Linköping University, Linköping, Sweden

    Martin Singull

Authors
  1. Miguel Fonseca
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  2. Martin Singull
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Corresponding author

Correspondence to Miguel Fonseca .

Editor information

Editors and Affiliations

  1. Department of Economics and Statistics, Linnaeus University, Växjö, Sweden

    Thomas Holgersson

  2. Department of Mathematics, Linköping University, Linköping, Sweden

    Martin Singull

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Fonseca, M., Singull, M. (2020). Growth Curve Model with Orthogonal Covariance Structure. In: Holgersson, T., Singull, M. (eds) Recent Developments in Multivariate and Random Matrix Analysis. Springer, Cham. https://doi.org/10.1007/978-3-030-56773-6_5

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