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

DOI10.1016/J.STAMET.2005.07.003MaRDI QIDQ713664zbMATH OpenOpenAlexFDO

Authors 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

compound symmetrylikelihood ratio testmultivariate repeated measures dataSAS proc mixed

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15)

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Cites work

• scientific article; zbMATH DE number 3729307 (Why is no real title available?)
• scientific article; zbMATH DE number 2147406 (Why is no real title available?)
• Analysis of multivariate longitudinal data using quasi-least squares
• Analysis of multivariate repeated measures data with a Kronecker product structured covariance matrix
• Asymptotic Properties of Maximum Likelihood Estimators and Likelihood Ratio Tests Under Nonstandard Conditions
• General class of covariance structures for two or more repeated factors in longitudinal data analysis
• Modeling the correlation structure of data that have multiple levels of association
• On discrimination and classification with multivariate repeated measures data
• Scheffés mixed model for multivariate repeated measures:a relative efficiency evaluation
• The likelihood ratio test for a separable covariance matrix
• Use of quasi-least squares to adjust for two levels of correlation

Cited in

(28)

• An adjusted likelihood ratio test for separability in unbalanced multivariate repeated measures data
• Discrepancy between structured matrices in the power analysis of a separability test
• Regularized estimation of Kronecker structured covariance matrix using modified Cholesky decomposition
• Models with a Kronecker product covariance structure: estimation and testing
• Discriminant analysis of multivariate repeated measures data with Kronecker product structured covariance matrices
• Testing a block exchangeable covariance matrix
• Testing correlation in a three-level model
• Analysis of multivariate repeated measures data with a Kronecker product structured covariance matrix
• scientific article; zbMATH DE number 7007504 (Why is no real title available?)
• Separable covariance models for health care quality measures across years and topics
• Separability tests for high-dimensional, low-sample size multivariate repeated measures data
• Score test for a separable covariance structure with the first component as compound symmetric correlation matrix
• Testing variance parameters in models with a Kronecker product covariance structure
• Estimating and testing a structured covariance matrix for three-level multivariate data
• Testing simultaneously different covariance block diagonal structures -- the multi-sample case
• Multivariate model with a Kronecker product covariance structure: S. N. Roy method of estimation
• A correlation structure for the analysis of Gaussian and non-Gaussian responses in crossover experimental designs with repeated measures
• Approximation with a Kronecker product structure with one component as compound symmetry or autoregression
• Likelihood ratio tests for triply multivariate data with structured correlation on spatial repeated measurements
• Explicit estimators under m-dependence for a multivariate normal distribution
• Limiting spectral distribution of renormalized separable sample covariance matrices when \(p/n\to 0\)
• More on the Kronecker structured covariance matrix
• Information geometry and asymptotics for Kronecker covariances
• Overview of recent results in growth-curve-type multivariate linear models
• Approximation with a Kronecker product structure with one component as compound symmetry or autoregression via entropy loss function
• Test for a general trilinear hypothesis in the generalized growth curve model
• A comparison of likelihood ratio tests and Rao's score test for three separable covariance matrix structures
• JADE for Tensor-Valued Observations

Describes a project that uses

Uses Software

• SAS/STAT
• MIXED
• SAS

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