Linear models for multivariate repeated measures data with block exchangeable covariance structure

DOI10.1007/S00180-021-01064-9MaRDI QIDQ2667008zbMATH OpenOpenAlexFDO

Authors Timothy Opheim, Anuradha Roy

Publication date 23 November 2021

Published in Computational Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00180-021-01064-9

zbMATH Keywords

hypotheses testsmaximum likelihood estimatesmodel selectionMonte Carlo simulationssensitivity of the hypotheses tests

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15)

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Cites work

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• Testing a block exchangeable covariance matrix
• Testing and Estimation for a Circular Stationary Model
• Testing of multivariate repeated measures data with block exchangeable covariance structure
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Cited in

(5)

• Score tests for intercept and slope parameters of doubly multivariate linear models with skew-normal errors
• Self similar compound symmetry covariance structure
• Linear models with doubly exchangeable distributed errors
• Modelling the Covariance Structure of Repeated Measurements
• Doubly multivariate linear models with block exchangeable distributed errors and site-dependent covariates

Describes a project that uses

Uses Software

• SAS
• SAS/STAT

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