This paper describes two tests in the growth curve model under multivariate normality. The first one is revisited test for intraclass structure of the covariance matrix, and the second one is the simultaneous test for intraclass covariance structure together with a specific mean value of the model. Both tests are likelihood ratio tests.

中文翻译：

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在具有类内相关结构的增长曲线模型中进行检验

本文描述了多变量正态性下增长曲线模型中的两个检验。第一个是协方差矩阵的类内结构的重访检验，第二个是类内协方差结构与模型的特定平均值的同时检验。这两个检验都是似然比检验。