An adjusted likelihood ratio test for separability in unbalanced multivariate repeated measures data
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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.
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Cites work
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Cited in
(16)- Triangular angles parameterization for the correlation matrix of bivariate longitudinal data
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- Unconstrained models for the covariance structure of multivariate longitudinal data
- Testing a block exchangeable covariance matrix
- Separability tests for high-dimensional, low-sample size multivariate repeated measures data
- A new nested Cholesky decomposition and estimation for the covariance matrix of bivariate longitudinal data
- Doubly multivariate linear models with block exchangeable distributed errors and site-dependent covariates
- Score test for a separable covariance structure with the first component as compound symmetric correlation matrix
- Robust tests for scatter separability beyond Gaussianity
- The likelihood ratio test for a separable covariance matrix
- scientific article; zbMATH DE number 7007504 (Why is no real title available?)
- Limiting spectral distribution of renormalized separable sample covariance matrices when \(p/n\to 0\)
- Analyzing complex functional brain networks: fusing statistics and network science to understand the brain
- Robust estimation for the correlation matrix of multivariate longitudinal data
- A test of weak separability for multi-way functional data, with application to brain connectivity studies
- A comparison of likelihood ratio tests and Rao's score test for three separable covariance matrix structures
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