Testing some covariance structures under a growth curve model

C. G. Khatri

Journal of Multivariate Analysis, 1973, vol. 3, issue 1, 102-116

Abstract: This paper considers three types of problems: (i) the problem of independence of two sets, (ii) the problem of sphericity of the covariance matrix [Sigma], and (iii) the problem of intraclass model for the covariance matrix [Sigma], when the column vectors of X are independently distributed as multivariate normal with covariance matrix [Sigma] and E(X) = B[xi]A,A and B being given matrices and [xi] and [Sigma] being unknown. These problems are solved by the likelihood ratio test procedures under some restrictions on the models, and the null distributions of the test statistics are established.

Keywords: Growth; curve; model; likelihood; ratio; test; sphericity; Intraclass; model; independence; of; two; sets; matrices; g-inverse; of; a; matrix; complex; Gaussian (search for similar items in EconPapers)
Date: 1973
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Citations: View citations in EconPapers (2)

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