A likelihood ratio test for a patterned covariance matrix in a multivariate growth-curve model.

V. M. Chinchilli, W. H. Carter

Research output: Contribution to journalArticlepeer-review

19 Scopus citations

Abstract

In a multivariate growth-curve model, the estimator of the parameter matrix is a function of the matrix of the sums of squares and of the cross-products due to error. However, if the assumption of a patterned covariance matrix is valid, then the parameter estimator does not depend on the error matrix. A likelihood ratio test of this patterned covariance matrix is constructed and its distribution is discussed. A numerical example is provided in which the design consists of two treatment groups, with three repeated measures being taken of the three response variables.

Original languageEnglish (US)
Pages (from-to)151-156
Number of pages6
JournalBiometrics
Volume40
Issue number1
DOIs
StatePublished - Mar 1984

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Biochemistry, Genetics and Molecular Biology(all)
  • Immunology and Microbiology(all)
  • Agricultural and Biological Sciences(all)
  • Applied Mathematics

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