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Proportionality of Diagonal Blocks with Blockwise Independence
Author(s) -
Gupta A. K.,
Chao C. C.
Publication year - 1994
Publication title -
biometrical journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.108
H-Index - 63
eISSN - 1521-4036
pISSN - 0323-3847
DOI - 10.1002/bimj.4710360509
Subject(s) - covariance , mathematics , diagonal , covariance matrix , independence (probability theory) , statistics , likelihood ratio test , maximum likelihood , estimation of covariance matrices , combinatorics , geometry
In this paper, the tests of similarities among group covariance matrices and the differences among block covariance matrices within a group under repeated measurement model are studied. There are nine hierarchical nested structures of covariance matrices which have been tested. The likelihood ratio tests have been derived for these nine hierarchically structured models. An algorithm for determining the numerical solution of the corresponding maximum likelihood equations is also given.