Unbiased Invariant Least Squares Estimation in a Generalized Growth Curve Model

This paper is concerned with a generalized growth curve model. We derive the unbiased invariant least squares estimators of the linear functions of variance-covariance matrix of disturbances. Under the minimum variance criterion, we obtain the necessary and sufficient conditions of the proposed esti...

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Bibliographic Details
Published in:Sankhya. Series A. (2008) 2009, Vol.71 (1), p.73-93
Main Authors: Wu, Xiaoyong, Liang, Hua, Zou, Guohua
Format: Article
Language:English
Subjects:
Estimators
Least squares
Linear models
Mathematical growth
Mathematical minima
Maximum likelihood estimation
Maximum likelihood estimators
Maximum likelihood method
Simulation
Statistical variance
Studies
Sufficient conditions
Unbiased estimators
Variance analysis
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Summary:This paper is concerned with a generalized growth curve model. We derive the unbiased invariant least squares estimators of the linear functions of variance-covariance matrix of disturbances. Under the minimum variance criterion, we obtain the necessary and sufficient conditions of the proposed estimators to be optimal. Simulation studies show that the proposed estimators perform well.
ISSN:0976-836X
0976-8378
0972-7671