LIKELIHOOD RATIO TEST FOR THE REDUNDANCY IN A MULTIVARIATE GROWTH CURVE MODEL - Collections

＜journal article＞
LIKELIHOOD RATIO TEST FOR THE REDUNDANCY IN A MULTIVARIATE GROWTH CURVE MODEL

Creator	Creator Name Watanabe, Daisuke 渡邊, 大丞 Affiliation Affiliation Name Department of Mathematics, Chuo University 中央大学大学院理工学研究科数学専攻
Language	English
Publisher	Research Association of Statistical Sciences
Publisher	統計科学研究会
Date	2009-12
Source Title	Bulletin of informatics and cybernetics
Vol	41
First Page	59
Last Page	73
Publication Type	Version of Record
Access Rights	open access
Crossref DOI	https://doi.org/10.5109/21047
Related DOI	http://bic.math.kyushu-u.ac.jp/
Related URI	http://bic.math.kyushu-u.ac.jp/
Relation	http://bic.math.kyushu-u.ac.jp/
Abstract	This paper is concerned with a multivariate growth curve model for observations obtained by simultaneously measuring m response variables at each of p time points, on samples from multiple groups. The... objective is to develop a test for determining wheter the m_2=m-m_1 response variables carry no additional information (are redundant) for a comparison between the groups, given the presence of the first m_1 response variables. We obtain some equivalent hypotheses for redundancy by extending the technique of Rao (1970). The likelihood ratio (LR) test is descussed. However, because its null distribution is complicated, we propose a more practical approximate test using a conditional LR criterion.show more

File	FileType	Size	Views	Description
p059	pdf	134 KB	523