A novel trace test for the mean parameters in a multivariate growth curve model

作者：Hamid Jemila S^*; Beyene Joseph; von Rosen Dietrich

来源：Journal of Multivariate Analysis, 2011, 102(2): 238-251.

DOI：10.1016/j.jmva.2010.09.001

• Estimated likelihood
• Growth curve model
• Lawley-Hotelling trace test
• Restricted likelihood
• Satterthwaite approximation
• Sums of weighted chi squares

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 under the null hypothesis does not depend on the unknown covariance matrix E We also show that the distributions under the null and alternative hypotheses can be represented as sums of weighted central and non-central chi-square random variables respectively Under the null hypothesis the Satterthwaite approximation is used to get an approximate critical point A novel Satterthwaite type approximation is proposed to obt

• 出版日期2011-2