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On MLEs in an extended multivariate linear growth curve model

Publication: Contribution to journal › Journal article › peer-review

Abstract

In this paper the extended growth curve model is considered. The literature comprises two versions of the model. These models can be connected by one-to-one reparameterizations but since estimators are non-linear it is not obvious how to transmit properties of estimators from one model to another. Since it is only for one of the models where detailed knowledge concerning estimators is available (Kollo and von Rosen, Advanced multivariate statistics with matrices. Springer, Dordrecht, 2005) the object in this paper is therefore to present uniqueness properties and moment relations for the estimators of the second model. One aim of the paper is also to complete the results for the model presented in Kollo and von Rosen (Advanced multivariate statistics with matrices. Springer, Dordrecht, 2005). The presented proofs of uniqueness for linear combinations of estimators are valid for both models and are simplifications of proofs given in Kollo and von Rosen (Advanced multivariate statistics with matrices. Springer, Dordrecht, 2005).
Original languageEnglish
Pages (from-to)1069-1092
Number of pages24
JournalMetrika
Volume75
Issue number8
DOIs
Publication statusPublished - 2012

Keywords

  • Extended growth curve model
  • Maximum likelihood estimators
  • Moments
  • Estimability

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