Unbiased Invariant Least Squares Estimation in A Generalized Growth Curve Model

Sankhya Ser A. 2009;71(1):73-93.

Abstract

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.