Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10525870 | Statistical Methodology | 2005 | 10 Pages |
Abstract
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Anuradha Roy, Ravindra Khattree,