ASYMPTOTIC TESTS FOR GROWTH CURVE MODELS WITH AUTOREGRESSIVE ERRORS
- 1 September 1983
- journal article
- Published by Wiley in Australian Journal of Statistics
- Vol. 25 (3) , 413-424
- https://doi.org/10.1111/j.1467-842x.1983.tb01212.x
Abstract
Summary: This paper presents the limit distribution (as the number of time points increase) for the score vector of a growth curve model assuming both stationary and explosive autoregressive (A.R.) errors. Limit distributions of the score statistic and the likelihood‐ratio statistic for testing composite hypotheses about the regression parameters of several growth curves, when the autocorrelation parameters are treated as nuisance parameters, are presented.Keywords
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