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Classification Rules for Multivariate Repeated Measures Data with Equicorrelated Correlation Structure on both Time and Spatial Repeated Measurements

Author

Listed:
  • Anuradha Roy

    (The University of Texas at San Antonio)

  • Ricardo Leiva

    (Universidad Nacional de Cuyo)

Abstract

We study the problem of classi¯cation for multivariate repeated measures data with struc- tured correlations on both time and spatial repeated measurements. This is a very important problem in many biomedical as well as in engineering ¯eld. Classi¯cation rules as well as the algorithm to compute the maximum likelihood estimates of the required parameters are given.

Suggested Citation

  • Anuradha Roy & Ricardo Leiva, 2009. "Classification Rules for Multivariate Repeated Measures Data with Equicorrelated Correlation Structure on both Time and Spatial Repeated Measurements," Working Papers 0090, College of Business, University of Texas at San Antonio.
    • Handle: RePEc:tsa:wpaper:00118mss
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    More about this item

    Keywords

    Kronecker product covariance structure; Repeated observations; Maximum Likeli- hood Estimates.;
    All these keywords.

    JEL classification:

    • C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
    • C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General

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