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

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

This page was built for publication: On implementation of a test for Kronecker product covariance structure for multivariate repeated measures data