Likelihood Ratio Criterion for Mean Structure in the Growth Curve Model with Random Effects

In the present paper, we consider the likelihood ratio criterion (LRC) for mean structure in the growth curve model with random effects. It is difficult to express the LRC as a closed form because of a restriction on parameters. The lower bound and upper bound of the LRC are suggested as a closed form. By using them, it is shown that the least favorable distribution of the LRC is[Lambda]-type distribution.

MoreLess

Year of publication:	1997
Authors:	Fujisawa, Hironori
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 60.1997, 1, p. 90-98
Publisher:	Elsevier
Keywords:	bound growth curve model least favorable distribution likelihood ratio criterion mean structure random effect 4-type distribution

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005160340