A multivariate one-way classification model with random effects

James R. Schott and John G. Saw

Journal of Multivariate Analysis, 1984, vol. 15, issue 1, 1-12

Abstract: In this paper a multivariate generalization of the one-way random effects model is investigated, maximum likelihood estimators are obtained, and the likelihood ratio test is derived for an hypothesis on the rank of the covariance matrix of the random effect vectors. Properties of the likelihood ratio test are investigated. A sequential procedure for determining the rank of the covariance matrix of the random effect vectors is presented.

Keywords: Random; effects; model; maximum; likelihood; estimators; likelihood; ratio; test; distribution; of; latent; roots (search for similar items in EconPapers)
Date: 1984
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Citations: View citations in EconPapers (1)

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