Orthogonal decompositions in growth curve models.(English)Zbl 1228.62065

Summary: This article shows the advantage of orthogonal decompositions in standard and extended growth curve models. Using this, the distribution of estimators of $$\rho$$ and $$\sigma^2$$ in the standard GCM with uniform correlation structure is derived. Also, the equivalence of Hu and von Rosen conditions in the extended GCM under mild conditions is shown.

MSC:

 62H12 Estimation in multivariate analysis 62H10 Multivariate distribution of statistics 62J05 Linear regression; mixed models