The analysis of patterned correlation matrices by generalized least squares

DOI10.1111/J.2044-8317.1977.TB00730.XMaRDI QIDQ4127182zbMATH OpenOpenAlexFDO

Authors Michael W. Browne

Publication date 1977

Published in British Journal of Mathematical and Statistical Psychology (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.2044-8317.1977.tb00730.x

Mathematics Subject Classification ID

Point estimation (62F10)

Cited in

(8)

• Describing the elephant: Structure and function in multivariate data
• On the treatment of correlation structures as covariance structures
• Maximum likelihood estimation of the linearly structured correlation matrix by a Jacobi-type iterative scheme
• Explicit estimators under m-dependence for a multivariate normal distribution
• Asymptotic distributions in the testing and estimation of the missing- data multivariate normal linear patterned mean and correlation matrix
• Inferences on correlation coefficients in some classes of nonnormal distributions
• Canonical analysis of longitudinal and repeated measures data with stationary weights
• A matrix derivation of the asymptotic covariance matrix of sample correlation coefficients

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