Connection between uniform and serial correlation structure in the growth curve model

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• 作者：Rastislav Rusnačko ; Ivan Žežula
• 关键词：Growth curve model ; Uniform correlation structure ; Serial correlation structure ; Variance parameters ; Maximum likelihood estimators ; Toeplitz matrix ; 15A63 ; 62H12 ; 62P99
• 刊名：Metrika
• 出版年：2016
• 出版时间：February 2016
• 年：2016
• 卷：79
• 期：2
• 页码：149-164
• 全文大小：903 KB
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• 作者单位：Rastislav Rusnačko (1)
  Ivan Žežula (1)
  
  1. Institute of Mathematics, P.J. Šafárik University, Jesenná 5, 040 01, Kosice, Slovak Republic
  
• 刊物类别：Mathematics and Statistics
• 刊物主题：Statistics
  Statistics
  Statistics for Business, Economics, Mathematical Finance and Insurance
  Probability Theory and Stochastic Processes
  Economic Theory
  
• 出版者：Physica Verlag, An Imprint of Springer-Verlag GmbH
• ISSN：1435-926X

文摘

We introduce a special correlation structure in the growth curve model, which can be viewed as a transition between the serial and the uniform correlation structure. Estimators of unknown variance parameters are derived. Keywords Growth curve model Uniform correlation structure Serial correlation structure Variance parameters Maximum likelihood estimators Toeplitz matrix