Robustness study for a linear growth model
For the linear growth curve model introduced by Potthoff and Roy (Biometrika 51 (1964), 313-326), various likelihood ratio tests and some ad hoc tests are available for the location and scale parameters on the basis of normally distributed error components. We study these tests under the assumption of elliptical (or spherical) distributions of the error components and show that these tests are null robust; and the tests for the location parameters are shown to be unbiased. These results are extended to the linear growth model in complex variables having elliptical (or spherical) complex distributions.
Year of publication: |
1988
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Authors: | Khatri, C. G. |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 24.1988, 1, p. 66-87
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Publisher: |
Elsevier |
Keywords: | spherical (or elliptical) distributions uncorrelatedness generalized inverses generalized least squares theory tests for sphericity and for intra-class correlation model |
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