文章基本信息

标题：LINEAR HYPOTHESIS TESTING IN A RANDOM EFFECTS GROWTH CURVE MODEL
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作者：Akio Suzukawa ; Yoshiharu Sato
期刊名称：JOURNAL OF THE JAPAN STATISTICAL SOCIETY
印刷版ISSN：1882-2754
电子版ISSN：1348-6365
出版年度：1996
卷号：26
期号：2
页码：135-143
DOI：10.14490/jjss1995.26.135
出版社：JAPAN STATISTICAL SOCIETY
摘要：This paper discusses a testing problem of the linear hypothesis for the expectation matrix in a balanced growth curve model with random parameters. We consider this testing problem from an invariance point of view, and obtain a maximal invariant under a group of transformations which leaves the problem invariant. We also derive the likelihood ratio statistic and show that its least favorable distribution is given by Λ-distribution.