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A multivariate one-way classification model with random effects

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  • Schott, James R.
  • Saw, John G.

Abstract

In this paper a multivariate generalization of the one-way random effects model is investigated, maximum likelihood estimators are obtained, and the likelihood ratio test is derived for an hypothesis on the rank of the covariance matrix of the random effect vectors. Properties of the likelihood ratio test are investigated. A sequential procedure for determining the rank of the covariance matrix of the random effect vectors is presented.

Suggested Citation

  • Schott, James R. & Saw, John G., 1984. "A multivariate one-way classification model with random effects," Journal of Multivariate Analysis, Elsevier, vol. 15(1), pages 1-12, August.
    • Handle: RePEc:eee:jmvana:v:15:y:1984:i:1:p:1-12
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    Cited by:

    1. Gupta, Arjun K. & Harrar, Solomon W. & Fujikoshi, Yasunori, 2006. "Asymptotics for testing hypothesis in some multivariate variance components model under non-normality," Journal of Multivariate Analysis, Elsevier, vol. 97(1), pages 148-178, January.

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