LINEAR HYPOTHESIS TESTING IN A RANDOM EFFECTS GROWTH CURVE MODEL

抄録

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.