IDEAS home Printed from https://ideas.repec.org/a/spr/stpapr/v62y2021i6d10.1007_s00362-020-01202-3.html
   My bibliography  Save this article

On properties of Toeplitz-type covariance matrices in models with nested random effects

Author

Listed:
  • Yuli Liang

    (Örebro University School of Business)

  • Dietrich Rosen

    (Swedish University of Agricultural Sciences
    Linköping University)

  • Tatjana Rosen

    (Stockholm University)

Abstract

Models that capture symmetries present in the data have been widely used in different applications, with early examples from psychometric and medical research. The aim of this article is to study a random effects model focusing on the covariance structure that is block circular symmetric. Useful results are obtained for the spectra of these structured matrices.

Suggested Citation

  • Yuli Liang & Dietrich Rosen & Tatjana Rosen, 2021. "On properties of Toeplitz-type covariance matrices in models with nested random effects," Statistical Papers, Springer, vol. 62(6), pages 2509-2528, December.
    • Handle: RePEc:spr:stpapr:v:62:y:2021:i:6:d:10.1007_s00362-020-01202-3
    DOI: 10.1007/s00362-020-01202-3
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s00362-020-01202-3
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.
    File URL: https://libkey.io/10.1007/s00362-020-01202-3?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    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. Ohlson, Martin & von Rosen, Dietrich, 2010. "Explicit estimators of parameters in the Growth Curve model with linearly structured covariance matrices," Journal of Multivariate Analysis, Elsevier, vol. 101(5), pages 1284-1295, May.
    3. David Draper & James S. Hodges & Colin L. Mallows & Daryl Pregibon, 1993. "Exchangeability and Data Analysis," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 156(1), pages 9-28, January.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Courgeau, Daniel, 2012. "Probability and social science : methodologial relationships between the two approaches ?," MPRA Paper 43102, University Library of Munich, Germany.
    2. Jonathan L. Blitstein & Peter J. Hannan & David M. Murray & William R. Shadish, 2005. "Increasing the Degrees of Freedom in Existing Group Randomized Trials," Evaluation Review, , vol. 29(3), pages 241-267, June.
    3. Brock,W.A. & Durlauf,S.N., 2000. "Growth economics and reality," Working papers 24, Wisconsin Madison - Social Systems.
    4. Rastislav Rusnačko & Ivan Žežula, 2016. "Connection between uniform and serial correlation structure in the growth curve model," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 79(2), pages 149-164, February.
    5. Uwe Saint-Mont, 2015. "Randomization Does Not Help Much, Comparability Does," PLOS ONE, Public Library of Science, vol. 10(7), pages 1-24, July.
    6. Hu, Jianhua & Liu, Fuxiang & Ahmed, S. Ejaz, 2012. "Estimation of parameters in the growth curve model via an outer product least squares approach for covariance," Journal of Multivariate Analysis, Elsevier, vol. 108(C), pages 53-66.
    7. Steven N. Durlauf, 2002. "On the Empirics of Social Capital," Economic Journal, Royal Economic Society, vol. 112(483), pages 459-479, November.
    8. Timothy Opheim & Anuradha Roy, 2021. "Linear models for multivariate repeated measures data with block exchangeable covariance structure," Computational Statistics, Springer, vol. 36(3), pages 1931-1963, September.
    9. Katarzyna Filipiak & Mateusz John & Daniel Klein, 2023. "Testing independence under a block compound symmetry covariance structure," Statistical Papers, Springer, vol. 64(2), pages 677-704, April.
    10. Veronika Kopčová & Ivan Žežula, 2020. "On intraclass structure estimation in the growth curve model," Statistical Papers, Springer, vol. 61(3), pages 1085-1106, June.
    11. Luger, Richard, 2006. "Exact permutation tests for non-nested non-linear regression models," Journal of Econometrics, Elsevier, vol. 133(2), pages 513-529, August.
    12. Sander Greenland, 2001. "Putting Background Information About Relative Risks into Conjugate Prior Distributions," Biometrics, The International Biometric Society, vol. 57(3), pages 663-670, September.
    13. 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.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:stpapr:v:62:y:2021:i:6:d:10.1007_s00362-020-01202-3. See general information about how to correct material in RePEc.

    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 CitEc recognized a bibliographic reference but did not link an item in RePEc 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 RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.