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ASYMPTOTIC TESTS FOR GROWTH CURVE MODELS WITH AUTOREGRESSIVE ERRORS
Author(s) -
Hudson Irene L.
Publication year - 1983
Publication title -
australian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.434
H-Index - 41
eISSN - 1467-842X
pISSN - 0004-9581
DOI - 10.1111/j.1467-842x.1983.tb01212.x
Subject(s) - autoregressive model , autocorrelation , mathematics , statistic , statistics , growth curve (statistics) , limit (mathematics) , likelihood ratio test , asymptotic distribution , nuisance parameter , econometrics , mathematical analysis , estimator
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.