Best unbiased estimates for parameters of three-level multivariate data with doubly exchangeable covariance structure

Arkadiusz Koziol, Anuradha Roy, Roman Zmyślony (), Ricardo Leiva and Miguel Fonseca
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Anuradha Roy: UTSA

Working Papers from College of Business, University of Texas at San Antonio

Abstract: The article addresses the best unbiased estimators of doubly exchangeable covariance structure for three-level data, an extension of the block compound symmetry covariance structure. Under multivariate normality, the free-coordinate approach is used to obtain linear and quadratic estimates for the model parameters that are su_cient, complete, unbiased and consistent. Data from a clinical study is analyzed to illustrate the application of the obtained results.

Keywords: Best unbiased estimator; doubly exchangeable covariance structure; three-level multivariate data; coordinate free approach; unstructured mean vector. (search for similar items in EconPapers)
JEL-codes: F10 H12 J10 (search for similar items in EconPapers)
Pages: 20 pages
Date: 2016-08-09
New Economics Papers: this item is included in nep-ecm
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Published in Review of Economics, March 1999, pages 1-23

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Persistent link: https://EconPapers.repec.org/RePEc:tsa:wpaper:0149mss

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