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The unweighted mean estimator in a Growth Curve modelKarlsson, Emil January 2016 (has links)
The field of statistics is becoming increasingly more important as the amount of data in the world grows. This thesis studies the Growth Curve model in multivariate statistics which is a model that is not widely used. One difference compared with the linear model is that the Maximum Likelihood Estimators are more complicated. That makes it more difficult to use and to interpret which may be a reason for its not so widespread use. From this perspective this thesis will compare the traditional mean estimator for the Growth Curve model with the unweighted mean estimator. The unweighted mean estimator is simpler than the regular MLE. It will be proven that the unweighted estimator is in fact the MLE under certain conditions and examples when this occurs will be discussed. In a more general setting this thesis will present conditions when the un-weighted estimator has a smaller covariance matrix than the MLEs and also present confidence intervals and hypothesis testing based on these inequalities.
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