Article ID Journal Published Year Pages File Type
4600528 Linear Algebra and its Applications 2012 11 Pages PDF
Abstract

An algebraic proof is given on the equivalence between two solutions of MLEs for a special case of the extended growth curve models called the Banken model. One solution given by Verbyla and Venables is an iterative solution in the general case but reduces to a non-iterative one in the case of the Banken model. The other solution given by von Rosen is a closed-form solution specifically targeted at the Banken model. The proof has turned out to be quite challenging yet intriguing as it touches on many aspects of intricate matrix theory involving projection matrices.

Related Topics
Physical Sciences and Engineering Mathematics Algebra and Number Theory