2007
DOI: 10.1016/j.jmva.2006.04.001
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Estimation for parameters of interest in random effects growth curve models

Abstract: In this paper, we consider the general growth curve model with multivariate random effects covariance structure and provide a new simple estimator for the parameters of interest. This estimator is not only convenient for testing the hypothesis on the corresponding parameters, but also has higher efficiency than the least-square estimator and the improved two-stage estimator obtained by Rao under certain conditions. Moreover, we obtain the necessary and sufficient condition for the new estimator to be identical… Show more

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Cited by 5 publications
(6 citation statements)
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References 9 publications
(11 reference statements)
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“…Some references to this model, as well as more general models (see Chinchilli and Elswick 1985;Verbyla and Venables 1988;von Rosen 1989;and Bai and Shi 2007). If B 1 C 1 ¼ 0 and WF ¼ 0 we say that we have the growth curve model with random effects (see Ip et al 2007) whereas if only WF ¼ 0 holds (see Yokoyama and Fujikoshi 1992;Yokoyama 1995) where similar models are considered and where references to earlier works can be found. However, usually in these works one puts structures on the covariance matrices which will not be discussed in this article.…”
Section: Detailed Model Specificationmentioning
confidence: 99%
“…Some references to this model, as well as more general models (see Chinchilli and Elswick 1985;Verbyla and Venables 1988;von Rosen 1989;and Bai and Shi 2007). If B 1 C 1 ¼ 0 and WF ¼ 0 we say that we have the growth curve model with random effects (see Ip et al 2007) whereas if only WF ¼ 0 holds (see Yokoyama and Fujikoshi 1992;Yokoyama 1995) where similar models are considered and where references to earlier works can be found. However, usually in these works one puts structures on the covariance matrices which will not be discussed in this article.…”
Section: Detailed Model Specificationmentioning
confidence: 99%
“…When F = 0 and UZ = 0 , then we have the growth curve model with background information, i.e., a mixture of GMANOVA and MANOVA models; some references to this model, as well as more general models, are Chinchilli and Elswick (1985), Verbyla andVenables (1988), von Rosen (1989) and Bai and Shi (2007). If B 2 C 2 = 0 and F = 0 , then we have the growth curve model with random effects (see Ip et al 2007) whereas if only F = 0 holds we refer to Yokoyama and Fujikoshi (1992) and Yokoyama (1995) where similar models are considered and where references to earlier works can be found. In these works, one puts structures on the covariance matrix which leads to somewhat different models than in this article.…”
Section: Definition 1 Letmentioning
confidence: 99%
“…This class of model has been considered by many authors and estimation of parameters of interest has been discussed with different choices of C and Z. See for example Nummi (1997); Ip et al (2007); Lange and Laird (1989); Yokoyama and Fujikoshi (1993); Yokoyama (2001); Srivastava and Singull (2012) for more details.…”
Section: Random Effect Growth Curve Modelmentioning
confidence: 99%