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

  • Anuradha Roy

    (The University of Texas at San Antonio)

  • Ricardo Leiva

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

Registered author(s):

    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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    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
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    Handle: RePEc:tsa:wpaper:0037
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    2. Gene M. Grossman & Elhanan Helpman, 2002. "Outsourcing in a Global Economy?," Harvard Institute of Economic Research Working Papers 1966, Harvard - Institute of Economic Research.
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    6. Deardorff, Alan V, 1998. "Technology, Trade, and Increasing Inequality: Does the Cause Matter for the Cure?," Journal of International Economic Law, Oxford University Press, vol. 1(3), pages 353-76, September.
    7. Pol Antras & Elhanan Helpman, 2004. "Global Sourcing," Journal of Political Economy, University of Chicago Press, vol. 112(3), pages 552-580, June.
    8. Pol Antràs, 2003. "Firms, Contracts, and Trade Structure," The Quarterly Journal of Economics, Oxford University Press, vol. 118(4), pages 1375-1418.
    9. Long, Ngo Van, 2005. "Outsourcing and technology spillovers," International Review of Economics & Finance, Elsevier, vol. 14(3), pages 297-304.
    10. Gene M. Grossman & Elhanan Helpman, 2002. "Integration versus Outsourcing in Industry Equilibrium," The Quarterly Journal of Economics, Oxford University Press, vol. 117(1), pages 85-120.
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    13. repec:fth:michin:428 is not listed on IDEAS
    14. repec:hrv:faseco:4784029 is not listed on IDEAS
    15. 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.
    16. 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.
    17. Gene M. Grossman & Elhanan Helpman, 2002. "Outsourcing versus FDI in Industry Equilibrium?," Harvard Institute of Economic Research Working Papers 1965, Harvard - Institute of Economic Research.
    18. 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.
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