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Unbiased invariant least squares estimation in a generalized growth curve model. (English) Zbl 1193.62100

Summary: This paper is concerned with a generalized growth curve model. We derive unbiased invariant least squares estimators of the linear functions of the variance-covariance matrix of disturbances. Under the minimum variance criterion, we obtain necessary and sufficient conditions of the proposed estimators to be optimal. Simulation studies show that the proposed estimators perform well.

MSC:

62H12 Estimation in multivariate analysis
62J12 Generalized linear models (logistic models)
65C60 Computational problems in statistics (MSC2010)
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