Moments of maximum likelihood estimators in the growth curve model
作者:
Dietrich Von Resen,
期刊:
Statistics
(Taylor Available online 1991)
卷期:
Volume 22,
issue 1
页码: 111-131
ISSN:0233-1888
年代: 1991
DOI:10.1080/02331889108802291
出版商: Akademie-Verlag
关键词: Growth Curve model;inverrted WISHART distribution;moments of estimators;multivariate linear model;POTTHOFF abd ROY model
数据来源: Taylor
摘要:
The Growth Curve model (POTTHOFF ROY 1964) is studied. We obtain moments of order up to 6 for the maximum likelihood estimator of B in E [X] = ABC and the first and second ordr moments of the maximum likelihood estimator of the dispersion matrix are obtained. In order to apply the moment expressions the moments are in turn estimated. all results of the paper are based on moments for matrix normally, WISHART and inverted WISHART distributed variables. An extended model, allowing for covariates, is alos treated
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