Tests for a family of random-effects covariance structures in a multivariate growth curve model |
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| Institution: | 1. School of Science, Beijing University of Posts and Telecommunications, China;2. School of Statistics, Renmin University of China, China;3. School of Mathematics, Beijing Normal University, China;1. School of Statistics, Dongbei University of Finance and Economics, China;2. KLAS and School of Mathematics and Statistics, Northeast Normal University, China;3. Department of Statistics and Actuarial Science, The University of Hong Kong, China;4. School of Mathematics and Statistics, Zhejiang University of Finance and Economics, China |
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| Abstract: | In this paper we propose test statistics for a general hypothesis concerning the adequacy of multivariate random-effects covariance structures in a multivariate growth curve model with differing numbers of random effects (Lange, N., N.M. Laird, J. Amer. Statist. Assoc. 84 (1989) 241–247). Since the exact likelihood ratio (LR) statistic for the hypothesis is complicated, it is suggested to use a modified LR statistic. An asymptotic expansion of the null distribution of the statistic is obtained. The exact LR statistic is also discussed. |
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