Sankhya: The Indian Journal of Statistics

2002, Volume 64, Series A, Pt. 2, 379--408



MUNI S. SRIVASTAVA, University of Toronto, Canada

SUMMARY. In this paper, we consider nested growth curve models introduced by Srivastava and Khatri (1979). We show that many testing problems in multivariate analysis of variance and growth curve models can be written as nested models. We provide maximum likelihood estimates of the parameters, likelihood ratio tests and their null distributions for various hypotheses in these nested models.

AMS (1991) subject classification}. 62H10, 62H12, 62H15.

Key words and phrases: Bilinear hypothesis, likelihood ratio

tests, maximum likelihood estimates, multivariate regression.

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