Connection between uniform and serial correlation structure in the growth curve model

Rastislav Rusnačko () and Ivan Žežula ()

Metrika: International Journal for Theoretical and Applied Statistics, 2016, vol. 79, issue 2, 149-164

Abstract: We introduce a special correlation structure in the growth curve model, which can be viewed as a transition between the serial and the uniform correlation structure. Estimators of unknown variance parameters are derived. Copyright Springer-Verlag Berlin Heidelberg 2016

Keywords: Growth curve model; Uniform correlation structure; Serial correlation structure; Variance parameters; Maximum likelihood estimators; Toeplitz matrix; 15A63; 62H12; 62P99 (search for similar items in EconPapers)
Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:spr:metrik:v:79:y:2016:i:2:p:149-164

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DOI: 10.1007/s00184-015-0549-5

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