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

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.

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Year of publication:	2000
Authors:	Fujikoshi, Yasunori ; von Rosen, Dietrich
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 75.2000, 2, p. 245-268
Publisher:	Elsevier
Subject:	asymptotic distributions \| extended growth curve model \| LR tests \| random-coefficient covariance structures

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

Persistent link: https://www.econbiz.de/10005160465