THE GROWTH CURVE MODEL WITH AN AUTOREGRESSIVE COVARIANCE STRUCTURE

被引：7

作者：

FUJIKOSHI, Y

KANDA, T

TANIMURA, N

机构：

[1] HIROSHIMA INST TECHNOL,SAEKI KU,HIROSHIMA 73151,JAPAN

[2] SASEBO MINAMI HIGH SCH,SASEBO 85711,JAPAN

[3] HIROSHIMA UNIV,DEPT MATH,HIROSHIMA 734,JAPAN

来源：

ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS | 1990年 / 42卷 / 03期

关键词：

asymptotic distributions; autoregressive covariance structure; Growth curve model; likelihood ratio statistic; MLE's;

D O I：

10.1007/BF00049306

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The growth curve model with an autoregressive covariance structure is considered. An iterative algorithm for finding the MLE's of the parameters in the model is presented, based on the modified likelihood equations. Asymptotic distributions of the MLE's are obtained when the sample size is large. A likelihood ratio statistic for testing the autoregressive covariance structure is presented. © 1990 The Institute of Statistical Mathematics.

引用

页码：533 / 542

页数：10

共 12 条

[1]

Akaike H., 1992, 2 INT S INF THEOR, P267, DOI DOI 10.1007/978-1-4612-1694-0_15

[2]

GLASBEY CA, 1988, STATISTICIAN, V37, P277

[3] ANALYSIS OF GROWTH AND DOSE RESPONSE CURVES [J].