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A novel trace test for the mean parameters in a...
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