An adjusted likelihood ratio test for separability in unbalanced multivariate repeated measures data

DOI10.1016/J.STAMET.2010.02.003zbMATH Open1233.62123arXiv1101.3231OpenAlexW2963944752MaRDI QIDQ537435FDOQ537435

Authors: Sean L. Simpson 

Publication date: 20 May 2011

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

Abstract: We propose an adjusted likelihood ratio test of two-factor separability (Kronecker product structure) for unbalanced multivariate repeated measures data. Here we address the particular case where the within subject correlation is believed to decrease exponentially in both dimensions (e.g., temporal and spatial dimensions). However, the test can be easily generalized to factor specific matrices of any structure. A simulation study is conducted to assess the inference accuracy of the proposed test. Longitudinal medical imaging data concerning schizophrenia and caudate morphology illustrates the methodology.

Full work available at URL: https://arxiv.org/abs/1101.3231

Recommendations

• Separability tests for high-dimensional, low-sample size multivariate repeated measures data
• A likelihood ratio test for separability of covariances
• The likelihood ratio test for a separable covariance matrix
• A comparison of likelihood ratio tests and Rao's score test for three separable covariance matrix structures
• Likelihood ratio tests for triply multivariate data with structured correlation on spatial repeated measurements

zbMATH Keywords

Kronecker productseparable covariancespatio-temporal datalinear exponent autoregressive model

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Hypothesis testing in multivariate analysis (62H15)

Cites Work

• Classes of Nonseparable, Spatio-Temporal Stationary Covariance Functions
• Asymptotic Properties of Maximum Likelihood Estimators and Likelihood Ratio Tests Under Nonstandard Conditions
• Unbalanced Repeated-Measures Models with Structured Covariance Matrices
• The likelihood ratio test for a separable covariance matrix
• Testing for separability of spatial\,-\,temporal covariance functions
• An asymptotic test for separability of a spatial autoregressive model
• A likelihood ratio test for separability of covariances
• Analysis of multivariate repeated measures data with a Kronecker product structured covariance matrix
• Likelihood ratio tests for triply multivariate data with structured correlation on spatial repeated measurements
• General class of covariance structures for two or more repeated factors in longitudinal data analysis
• Title not available (Why is that?)
• On implementation of a test for Kronecker product covariance structure for multivariate repeated measures data

Cited In (16)

• Unconstrained models for the covariance structure of multivariate longitudinal data
• A new nested Cholesky decomposition and estimation for the covariance matrix of bivariate longitudinal data
• Testing a block exchangeable covariance matrix
• Title not available (Why is that?)
• A test of weak separability for multi-way functional data, with application to brain connectivity studies
• Triangular angles parameterization for the correlation matrix of bivariate longitudinal data
• The likelihood ratio test for a separable covariance matrix
• Separability tests for high-dimensional, low-sample size multivariate repeated measures data
• A likelihood ratio test for separability of covariances
• Score test for a separable covariance structure with the first component as compound symmetric correlation matrix
• Limiting spectral distribution of renormalized separable sample covariance matrices when \(p/n\to 0\)
• Doubly multivariate linear models with block exchangeable distributed errors and site-dependent covariates
• Robust tests for scatter separability beyond Gaussianity
• Robust estimation for the correlation matrix of multivariate longitudinal data
• A comparison of likelihood ratio tests and Rao's score test for three separable covariance matrix structures
• Analyzing complex functional brain networks: fusing statistics and network science to understand the brain

Uses Software

• SAS

This page was built for publication: An adjusted likelihood ratio test for separability in unbalanced multivariate repeated measures data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q537435)