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A Likelihood Ratio Test for a Patterned Covariance Matrix in a Multivariate Growth-Curve Model
- Source :
- Biometrics. 40:151
- Publication Year :
- 1984
- Publisher :
- JSTOR, 1984.
-
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.
- Subjects :
- Statistics and Probability
General Immunology and Microbiology
Applied Mathematics
Matrix gamma distribution
Multivariate normal distribution
General Medicine
Covariance
General Biochemistry, Genetics and Molecular Biology
Data matrix (multivariate statistics)
Estimation of covariance matrices
Scatter matrix
Centering matrix
Statistics
Applied mathematics
Multivariate t-distribution
General Agricultural and Biological Sciences
Mathematics
Subjects
Details
- ISSN :
- 0006341X
- Volume :
- 40
- Database :
- OpenAIRE
- Journal :
- Biometrics
- Accession number :
- edsair.doi...........04f77efb9d517e0c12083c13ea5907ce