Testing a covariance matrix structure in a mixed model with no empty cells

DOI10.1016/0378-3758(89)90070-0MaRDI QIDQ1118948zbMATH OpenOpenAlexWikidataFDO

Authors S. H. Smith

Publication date 1989

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0378-3758(89)90070-0

zbMATH Keywords

covariance structurehomogeneityModel IModel IIrandom effectsScheffé's mixed two-way classification modelunbalanced data

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Analysis of variance and covariance (ANOVA) (62J10)

Review text

Scheffé's mixed two-way classification model for balanced as well as unbalanced data is considered. The covariance structure associated with this model's random effects is quite general. Under the usual assumptions of independence of the random effects and homogeneity of their respective variances, the covariance structure assumes a particular form. A multivariate test is presented to check the validity of this form. A numerical example is given to illustrate the implementation of the proposed test.

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Cites work

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Cited in

(4)

• Testing for random effects in analysis of covariance model
• A remark on testing covariance structure in a mixed model
• scientific article; zbMATH DE number 1054362 (Why is no real title available?)
• Checking the assumptions in mixed-model analysis of variance: a residual analysis approach

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