A note on spectral decomposition and maximum likelihood estimation in models with balanced data

Tom Wansbeek and Arie Kapteyn

Statistics & Probability Letters, 1983, vol. 1, issue 4, 213-215

Abstract: A simple derivation of the spectral decomposition of the covariance matrix for a general multi-way variance components model is presented. So-called balanced data are assumed to be available. Spectral decomposition is exploited to derive the information matrix and the first-order conditions for the maximum likelihood estimation of the variance components parameters.

Keywords: ANOVA; spectral; decomposition (search for similar items in EconPapers)
Date: 1983
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Citations: View citations in EconPapers (16)

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