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Testing variance parameters in models with a Kronecker product covariance structure

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  • Hao, Chengcheng
  • Liang, Yuli
  • Mathew, Thomas

Abstract

Under a model having a Kronecker product covariance structure with compound symmetry, hypothesis testing for a correlation is investigated. Several tests are suggested and practical recommendations are made based on their type I error probabilities and powers.

Suggested Citation

  • Hao, Chengcheng & Liang, Yuli & Mathew, Thomas, 2016. "Testing variance parameters in models with a Kronecker product covariance structure," Statistics & Probability Letters, Elsevier, vol. 118(C), pages 182-189.
  • Handle: RePEc:eee:stapro:v:118:y:2016:i:c:p:182-189
    DOI: 10.1016/j.spl.2016.06.027
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    References listed on IDEAS

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    1. Yuli Liang & Dietrich Rosen & Tatjana Rosen, 2015. "On estimation in hierarchical models with block circular covariance structures," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 67(4), pages 773-791, August.
    2. Lu, Nelson & Zimmerman, Dale L., 2005. "The likelihood ratio test for a separable covariance matrix," Statistics & Probability Letters, Elsevier, vol. 73(4), pages 449-457, July.
    3. Dayanand Naik & Shantha Rao, 2001. "Analysis of multivariate repeated measures data with a Kronecker product structured covariance matrix," Journal of Applied Statistics, Taylor & Francis Journals, vol. 28(1), pages 91-105.
    4. Roy, Anuradha & Leiva, Ricardo, 2008. "Likelihood ratio tests for triply multivariate data with structured correlation on spatial repeated measurements," Statistics & Probability Letters, Elsevier, vol. 78(13), pages 1971-1980, September.
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