a b s t r a c tConsider the generalized growth curve modelwhere B i are the matrices of unknown regression coefficients, and E = (ε 1 , . . . , ε s ) and ε j (j = 1, . . . , s) are independent and identically distributed with the same first four moments as a random vector normally distributed with mean zero and covariance matrix Σ. We derive the necessary and sufficient conditions under which the uniformly minimum variance nonnegative quadratic unbiased estimator (UMVNNQUE) of the parametric function tr(C Σ) with C ≥ 0 exists. The necessary and sufficient conditions for a nonnegative quadratic unbiased estimator y Ay with y = Vec(Y ) of tr(C Σ) to be the UMVNNQUE are obtained as well.