On implementation of a test for Kronecker product covariance structure for multivariate repeated measures data

DOI10.1016/J.STAMET.2005.07.003zbMath1248.62092OpenAlexW2041069854MaRDI QIDQ713664

Anuradha Roy, Ravindra Khattree

Publication date: 19 October 2012

Published in: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.stamet.2005.07.003

zbMATH Keywords

likelihood ratio testcompound symmetrymultivariate repeated measures dataSAS proc mixed

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15)

Related Items (18)

More on the Kronecker Structured Covariance Matrix ⋮ A comparison of likelihood ratio tests and Rao's score test for three separable covariance matrix structures ⋮ Explicit estimators under \(m\)-dependence for a multivariate normal distribution ⋮ Multivariate model with a Kronecker product covariance structure: S. N. Roy method of estimation ⋮ Limiting spectral distribution of renormalized separable sample covariance matrices when \(p/n\to 0\) ⋮ Separability tests for high-dimensional, low-sample size multivariate repeated measures data ⋮ Approximation with a Kronecker product structure with one component as compound symmetry or autoregression via entropy loss function ⋮ Testing a block exchangeable covariance matrix ⋮ Likelihood ratio tests for triply multivariate data with structured correlation on spatial repeated measurements ⋮ Estimating and Testing a Structured Covariance Matrix for Three-Level Multivariate Data ⋮ An adjusted likelihood ratio test for separability in unbalanced multivariate repeated measures data ⋮ Approximation with a Kronecker product structure with one component as compound symmetry or autoregression ⋮ Models with a Kronecker product covariance structure: estimation and testing ⋮ Score test for a separable covariance structure with the first component as compound symmetric correlation matrix ⋮ Unnamed Item ⋮ JADE for Tensor-Valued Observations ⋮ Unnamed Item ⋮ Testing simultaneously different covariance block diagonal structures – the multi-sample case

Uses Software

• SAS
• MIXED
• SAS/STAT

Cites Work

• Unnamed Item
• Unnamed Item
• Analysis of multivariate longitudinal data using quasi-least squares
• On discrimination and classification with multivariate repeated measures data
• The likelihood ratio test for a separable covariance matrix
• Use of Quasi-Least Squares to Adjust for Two Levels of Correlation
• Asymptotic Properties of Maximum Likelihood Estimators and Likelihood Ratio Tests Under Nonstandard Conditions
• Scheffés mixed model for multivariate repeated measures:a relative efficiency evaluation
• Analysis of multivariate repeated measures data with a Kronecker product structured covariance matrix
• Modeling the correlation structure of data that have multiple levels of association
• General class of covariance structures for two or more repeated factors in longitudinal data analysis

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