Journal article
A novel trace test for the mean parameters in a multivariate growth curve model
Abstract
A trace test for the mean parameters of the growth curve model is proposed. It is constructed using the restricted maximum likelihood followed by an estimated likelihood ratio approach. The statistic reduces to the Lawley–Hotelling trace test for the Multivariate Analysis of Variance (MANOVA) models. Our test statistic is, therefore, a natural extension of the classical trace test to GMANOVA models. We show that the distribution of the test …
Authors
Hamid JS; Beyene J; von Rosen D
Journal
Journal of Multivariate Analysis, Vol. 102, No. 2, pp. 238–251
Publisher
Elsevier
Publication Date
February 2011
DOI
10.1016/j.jmva.2010.09.001
ISSN
0047-259X