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Best unbiased estimates for parameters of three-level multivariate data with doubly exchangeable covariance structure

Author

Listed:
  • Arkadiusz Koziol
  • Anuradha Roy

    (UTSA)

  • Roman Zmyslony

    (University of Zielona Gora)

  • Ricardo Leiva
  • Miguel Fonseca

Abstract

The article addresses the best unbiased estimators of doubly exchangeable covariance structure for three-level data, an extension of the block compound symmetry covariance structure. Under multivariate normality, the free-coordinate approach is used to obtain linear and quadratic estimates for the model parameters that are su_cient, complete, unbiased and consistent. Data from a clinical study is analyzed to illustrate the application of the obtained results.

Suggested Citation

  • Arkadiusz Koziol & Anuradha Roy & Roman Zmyslony & Ricardo Leiva & Miguel Fonseca, 2016. "Best unbiased estimates for parameters of three-level multivariate data with doubly exchangeable covariance structure," Working Papers 0149mss, College of Business, University of Texas at San Antonio.
    • Handle: RePEc:tsa:wpaper:0149mss
    as

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    File URL: http://interim.business.utsa.edu/wps/mss/0003MSS-253-2016.pdf
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    References listed on IDEAS

    as
    1. Roy, Anuradha & Zmyślony, Roman & Fonseca, Miguel & Leiva, Ricardo, 2016. "Optimal estimation for doubly multivariate data in blocked compound symmetric covariance structure," Journal of Multivariate Analysis, Elsevier, vol. 144(C), pages 81-90.
    2. Anuradha Roy, 2014. "A two-stage principal component analysis of symbolic data using equicorrelated and jointly equicorrelated covariance structures," Working Papers 0164mss, College of Business, University of Texas at San Antonio.
    3. Leiva, Ricardo & Roy, Anuradha, 2012. "Linear discrimination for three-level multivariate data with a separable additive mean vector and a doubly exchangeable covariance structure," Computational Statistics & Data Analysis, Elsevier, vol. 56(6), pages 1644-1661.
    4. Carlos A. Coelho & Anuradha Roy, 2014. "Testing the hypothesis of a doubly exchangeable covariance matrix for elliptically contoured distributions," Working Papers 0145mss, College of Business, University of Texas at San Antonio.
    Full references (including those not matched with items on IDEAS)

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    More about this item

    Keywords

    Best unbiased estimator; doubly exchangeable covariance structure; three-level multivariate data; coordinate free approach; unstructured mean vector.;
    All these keywords.

    JEL classification:

    • H12 - Public Economics - - Structure and Scope of Government - - - Crisis Management
    • J10 - Labor and Demographic Economics - - Demographic Economics - - - General
    • F10 - International Economics - - Trade - - - General

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