Ratio F test for testing simultaneous hypotheses in models with blocked compound symmetric covariance structure
نویسندگان
چکیده
منابع مشابه
Optimal estimation for doubly multivariate data in blocked compound symmetric covariance structure
The paper deals with the best unbiased estimators of the blocked compound symmetric covariance structure for m−variate observations over u sites under the assumption of multivariate normality. The free-coordinate approach is used to prove that the quadratic estimation of covariance parameters is equivalent to linear estimation with a properly defined inner product in the space of symmetric matr...
متن کاملTesting the equality of mean vectors for paired doubly multivariate observations in blocked compound symmetric covariance matrix setup
In this article we develop a test statistic for testing the equality of mean vectors for paired doubly multivariate observations for q response variables and u sites in blocked compound symmetric covariance matrix setting. The new test is implemented with two real data sets.
متن کاملScore test for a separable covariance structure with the first component as compound symmetric correlation matrix Score test for a separable covariance structure with the first component as compound symmetric correlation matrix
Likelihood ratio tests (LRTs) for separability of a covariance structure for doubly multivariate data are widely studied in the literature. There are three types of LRT: biased tests based on an asymptotic chi-square null distribution; unbiased/unmodified tests based on an empirical null distribution; and unbiased/modified tests with a test statistic modified to follow a theoretical chi-square ...
متن کاملRestricted Likelihood Ratio Testing in Linear Mixed Models with General Error Covariance Structure
We consider the problem of testing for zero variance components in linear mixed models with correlated or heteroscedastic errors. In the case of independent and identically distributed errors, a valid test exists, which is based on the exact finite sample distribution of the restricted likelihood ratio test statistic under the null hypothesis. We propose to make use of a transformation to deriv...
متن کاملTesting fuzzy hypotheses with vague data
The problem of testing fuzzy hypotheses in the presence of vague data is considered. A new method based on the necessity index of strict dominance (NSD) is suggested. An example hoe to apply the proposed test in statistical quality control is shown.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Statistical Papers
سال: 2020
ISSN: 0932-5026,1613-9798
DOI: 10.1007/s00362-020-01182-4