LR Tests for Random-Coefficient Covariance Structures in an Extended Growth Curve Model

Yasunori Fujikoshi and Dietrich von Rosen

Journal of Multivariate Analysis, 2000, vol. 75, issue 2, 245-268

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.

Keywords: asymptotic distributions; extended growth curve model; LR tests; random-coefficient covariance structures (search for similar items in EconPapers)
Date: 2000
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Citations: View citations in EconPapers (5)

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