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Testing of a Structures Covariance Matrix for Three-Level Repeated Measures Data

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  • Anuradha Roy

    (The University of Texas at San Antonio)

  • Ricardo Leiva

    (F.C.E., Universidad Nacional de Cuyo)

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    Abstract

    This paper considers the problem of estimating, and testing for, a Kronecker product covariance structure of three-level (multiple time points (p), multiple sites (u), and multiple response variables (q)) multivariate data. Testing of such covariance structures is potentially important when not enough samples are available to estimate the unstructures variance-covariance matrix. This hypothesis procedure not only can test the hypothesis on three-level multivariate data, but also can test the hypotheses on two-level multivariate data as special cases. We provide the maximum likelihood estimates of the unknown population parameters. The test is implemented with a real data set.

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    File URL: http://business.utsa.edu/wps/MSS/0037MSS-253-2008.pdf
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    Bibliographic Info

    Paper provided by College of Business, University of Texas at San Antonio in its series Working Papers with number 0037.

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    Length: 13 pages
    Date of creation:
    Date of revision:
    Handle: RePEc:tsa:wpaper:0037

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    Related research

    Keywords: Kronecker product covariance structure; maximum likelihood estimates; equicorrelated partitioned matrix; three-level multivariate data.;

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    1. Gene M. Grossman & Elhanan Helpman & Adam Szeidl, 2005. "Complementarities between Outsourcing and Foreign Sourcing," American Economic Review, American Economic Association, vol. 95(2), pages 19-24, May.
    2. Deardorff, A.V., 1998. "Technology, Trade, and Increasing Inequality: Does the Cause Matter for the Cure?," Working Papers 428, Research Seminar in International Economics, University of Michigan.
    3. Pol Antràs & Elhanan Helpman, 2003. "Global Sourcing," NBER Working Papers 10082, National Bureau of Economic Research, Inc.
    4. Jones, Ronald W & Engerman, Stanley L, 1996. "Trade, Technology, and Wages: A Tale of Two Countries," American Economic Review, American Economic Association, vol. 86(2), pages 35-40, May.
    5. Jones, Ronald & Kierzkowski, Henryk & Lurong, Chen, 2005. "What does evidence tell us about fragmentation and outsourcing?," International Review of Economics & Finance, Elsevier, vol. 14(3), pages 305-316.
    6. Pol Antràs, 2003. "Incomplete Contracts and the Product Cycle," NBER Working Papers 9945, National Bureau of Economic Research, Inc.
    7. Grossman, Gene & Helpman, Elhanan, 2002. "Outsourcing Versus FDI in Industry Equilibrium," CEPR Discussion Papers 3647, C.E.P.R. Discussion Papers.
    8. Long, Ngo Van, 2005. "Outsourcing and technology spillovers," International Review of Economics & Finance, Elsevier, vol. 14(3), pages 297-304.
    9. Pol Antràs, 2003. "Firms, Contracts, and Trade Structure," NBER Working Papers 9740, National Bureau of Economic Research, Inc.
    10. Wilhelm Kohler, 2004. "International outsourcing and factor prices with multistage production," Economic Journal, Royal Economic Society, Royal Economic Society, vol. 114(494), pages C166-C185, 03.
    11. Wan, Henry Jr., 2005. "Fragmented trade and manufacturing services--Examples for a non-convex general equilibrium," International Review of Economics & Finance, Elsevier, vol. 14(3), pages 273-295.
    12. Hendricks, Lutz A., 2001. "The Economic Performance of Immigrants: A Theory of Assortative Matching," Staff General Research Papers 11931, Iowa State University, Department of Economics.
    13. Barry R. Chiswick, 1999. "Are Immigrants Favorably Self-Selected? An Economic Analysis," University of Chicago - George G. Stigler Center for Study of Economy and State 147, Chicago - Center for Study of Economy and State.
    14. repec:hrv:faseco:4784029 is not listed on IDEAS
    15. Jones, Ronald W., 2005. "Immigration vs. outsourcing: Effects on labor markets," International Review of Economics & Finance, Elsevier, vol. 14(2), pages 105-114.
    16. repec:fth:michin:428 is not listed on IDEAS
    17. Gene M. Grossman & Elhanan Helpman, 2002. "Integration Versus Outsourcing In Industry Equilibrium," The Quarterly Journal of Economics, MIT Press, MIT Press, vol. 117(1), pages 85-120, February.
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