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Abstract
Se considera una familia de modelos lineales de curvas de crecimiento multivariadas con efectos aleatorios. El propósito del artículo es describir un método de cálculo para la estimación de coeficientes de regresión individuales cuando las componentes de covarianza sean conocidas o no. En el segundo caso, la matriz de covarianza de los datos se estimará usando una versión generalizada del método III de Henderson mediante proyecciones ortogonales sobre subespacios lineales que corresponden al modelo y se obtiene un estimador en dos etapas para los coeficientes individuales de regresión. Se presenta la estimación de efectos fijos y aleatorios usando un abordaje bayesiano.
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