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Predicate | Object |
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rdf:type | |
lifeskim:mentions | |
pubmed:issue |
1
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pubmed:dateCreated |
1984-7-27
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pubmed:abstractText |
In a multivariate growth-curve model, the estimator of the parameter matrix is a function of the matrix of the sums of squares and of the cross-products due to error. However, if the assumption of a patterned covariance matrix is valid, then the parameter estimator does not depend on the error matrix. A likelihood ratio test of this patterned covariance matrix is constructed and its distribution is discussed. A numerical example is provided in which the design consists of two treatment groups, with three repeated measures being taken of the three response variables.
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pubmed:grant | |
pubmed:language |
eng
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pubmed:journal | |
pubmed:citationSubset |
IM
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pubmed:status |
MEDLINE
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pubmed:month |
Mar
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pubmed:issn |
0006-341X
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pubmed:author | |
pubmed:issnType |
Print
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pubmed:volume |
40
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pubmed:owner |
NLM
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pubmed:authorsComplete |
Y
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pubmed:pagination |
151-6
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pubmed:dateRevised |
2007-11-14
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pubmed:meshHeading | |
pubmed:year |
1984
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pubmed:articleTitle |
A likelihood ratio test for a patterned covariance matrix in a multivariate growth-curve model.
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pubmed:publicationType |
Journal Article,
Research Support, U.S. Gov't, P.H.S.
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