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Moments for a multivariate linear model with an application to the growth curve model
Authors:Dietrich von Rosen
Abstract:An extended growth curve model is considered which, among other things, is useful when linear restrictions exist on the mean in the ordinary growth curve model. The maximum likelihood estimators consist of complicated stochastic expressions. It is shown how, by the aid of fairly elementary calculations, the dispersion matrix for the estimator of the mean and the expectation of the estimated dispersion matrix are obtained. Results for Wishart, inverted Wishart, and inverse beta variables are utilized. Additionally, some asymptotic results are presented.
Keywords:extended growth curve model  moments of estimators  inverted Wishart
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