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Likelihood ratio tests for triply multivariate data with structured correlation on spatial repeated measurements

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  • Roy, Anuradha
  • Leiva, Ricardo

Abstract

In this article we study the problems of tests of hypotheses on Kronecker product structured covariance matrices with multiple q-variate observations over u sites and over p time/spatial points under the assumption of multivariate normality. We provide the maximum likelihood estimates of the unknown population parameters, and the computation algorithms to calculate the test statistics. The tests are implemented with three real data sets. A simulation study is also performed to check the finite sample performance.

Suggested Citation

  • Roy, Anuradha & Leiva, Ricardo, 2008. "Likelihood ratio tests for triply multivariate data with structured correlation on spatial repeated measurements," Statistics & Probability Letters, Elsevier, vol. 78(13), pages 1971-1980, September.
    • Handle: RePEc:eee:stapro:v:78:y:2008:i:13:p:1971-1980
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    References listed on IDEAS

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    1. Leiva, Ricardo, 2007. "Linear discrimination with equicorrelated training vectors," Journal of Multivariate Analysis, Elsevier, vol. 98(2), pages 384-409, February.
    2. Lu, Nelson & Zimmerman, Dale L., 2005. "The likelihood ratio test for a separable covariance matrix," Statistics & Probability Letters, Elsevier, vol. 73(4), pages 449-457, July.
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    Cited by:

    1. Hao, Chengcheng & Liang, Yuli & Mathew, Thomas, 2016. "Testing variance parameters in models with a Kronecker product covariance structure," Statistics & Probability Letters, Elsevier, vol. 118(C), pages 182-189.
    2. Filipiak, Katarzyna & Klein, Daniel & Roy, Anuradha, 2016. "Score test for a separable covariance structure with the first component as compound symmetric correlation matrix," Journal of Multivariate Analysis, Elsevier, vol. 150(C), pages 105-124.
    3. Carlos A. Coelho & Anuradha Roy, 2020. "Testing the hypothesis of a doubly exchangeable covariance matrix," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 83(1), pages 45-68, January.
    4. Roy, Anuradha & Leiva, Ricardo & Žežula, Ivan & Klein, Daniel, 2015. "Testing the equality of mean vectors for paired doubly multivariate observations in blocked compound symmetric covariance matrix setup," Journal of Multivariate Analysis, Elsevier, vol. 137(C), pages 50-60.
    5. Anuradha Roy & Ricardo Leiva, 2013. "Testing the Equality of Mean Vectors for Paired Doubly Multivariate Observations," Working Papers 0180mss, College of Business, University of Texas at San Antonio.
    6. Manceur, A.M. & Dutilleul, P., 2013. "Unbiased modified likelihood ratio tests for simple and double separability of a variance–covariance structure," Statistics & Probability Letters, Elsevier, vol. 83(2), pages 631-636.
    7. Ricardo Leiva & Anuradha Roy, 2016. "Multi-level multivariate normal distribution with self-similar compound symmetry covariance matrix," Working Papers 0146mss, College of Business, University of Texas at San Antonio.
    8. Roy, Anuradha & Zmyślony, Roman & Fonseca, Miguel & Leiva, Ricardo, 2016. "Optimal estimation for doubly multivariate data in blocked compound symmetric covariance structure," Journal of Multivariate Analysis, Elsevier, vol. 144(C), pages 81-90.
    9. Katarzyna Filipiak & Daniel Klein & Anuradha Roy, 2015. "Score test for a separable covariance structure with the first component as compound symmetric correlation matrix," Working Papers 0148mss, College of Business, University of Texas at San Antonio.
    10. Liang, Yuli & Hao, Chengcheng & Dai, Deliang, 2024. "Two-sample intraclass correlation coefficient tests for matrix-valued data," Working Papers in Economics and Statistics 6/2024, Linnaeus University, School of Business and Economics, Department of Economics and Statistics.
    11. Pamela C. Smith & Dana A. Forgione, 2008. "Global Outsourcing of Healthcare: A Medical Tourism Decision Model," Working Papers 0033, College of Business, University of Texas at San Antonio.
    12. Carlos A. Coelho & Anuradha Roy, 2014. "Testing the hypothesis of a doubly exchangeable covariance matrix for elliptically contoured distributions," Working Papers 0145mss, College of Business, University of Texas at San Antonio.
    13. Seongoh Park & Johan Lim & Xinlei Wang & Sanghan Lee, 2019. "Permutation based testing on covariance separability," Computational Statistics, Springer, vol. 34(2), pages 865-883, June.

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