The covariance structure and likelihood function for multivariate dyadic data
AbstractThis paper extends the results in Li and Loken [A unified theory of statistical analysis and inference for variance component models for dyadic data, Statist. Sinica 12 (2002) 519-535] on the statistical analysis of measurements taken on dyads to the situations in which more than one attribute are measured on each dyad. Starting from the covariance structure for the univariate case obtained in Li and Loken (2002), the covariance structure for the multivariate case is derived based on the group symmetry induced by the assumed exchangeability in the units. Our primary objective is to document the Gaussian likelihood and the sufficient statistics for multivariate dyadic data in closed form, so that they can be referenced by researchers as they analyze those data. The derivation carried out can also serve as an example of multivariate extension of univariate models based on exchangeability.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Bibliographic InfoArticle provided by Elsevier in its journal Journal of Multivariate Analysis.
Volume (Year): 97 (2006)
Issue (Month): 6 (July)
Contact details of provider:
Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Li, Heng, 2002. "Likelihood-based quadratic analyses for diallel cross and other experiments involving data collected on ordered pairs of sampling units," Statistics & Probability Letters, Elsevier, vol. 58(1), pages 61-69, May.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Wendy Shamier).
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.