Robustness study for a linear growth model

C. G. Khatri

Journal of Multivariate Analysis, 1988, vol. 24, issue 1, 66-87

Abstract: For the linear growth curve model introduced by Potthoff and Roy (Biometrika 51 (1964), 313-326), various likelihood ratio tests and some ad hoc tests are available for the location and scale parameters on the basis of normally distributed error components. We study these tests under the assumption of elliptical (or spherical) distributions of the error components and show that these tests are null robust; and the tests for the location parameters are shown to be unbiased. These results are extended to the linear growth model in complex variables having elliptical (or spherical) complex distributions.

Keywords: spherical; (or; elliptical); distributions; uncorrelatedness; generalized; inverses; generalized; least; squares; theory; tests; for; sphericity; and; for; intra-class; correlation; model (search for similar items in EconPapers)
Date: 1988
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