کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
10525870 958369 2005 10 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
On implementation of a test for Kronecker product covariance structure for multivariate repeated measures data
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
On implementation of a test for Kronecker product covariance structure for multivariate repeated measures data
چکیده انگلیسی
Under the assumption of multivariate normality the likelihood ratio test is derived to test a hypothesis for Kronecker product structure on a covariance matrix in the context of multivariate repeated measures data. Although the proposed hypothesis testing can be computationally performed by indirect use of Proc Mixed of SAS, the Proc Mixed algorithm often fails to converge. We provide an alternative algorithm. The algorithm is illustrated with two real data sets. A simulation study is also conducted for the purpose of sample size consideration.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistical Methodology - Volume 2, Issue 4, December 2005, Pages 297-306
نویسندگان
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