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On properties of Toeplitz-type covariance matrices in models with nested random effects

Author

Listed:
  • Yuli Liang

    (Örebro University School of Business)

  • Dietrich Rosen

    (Swedish University of Agricultural Sciences
    Linköping University)

  • Tatjana Rosen

    (Stockholm University)

Abstract

Models that capture symmetries present in the data have been widely used in different applications, with early examples from psychometric and medical research. The aim of this article is to study a random effects model focusing on the covariance structure that is block circular symmetric. Useful results are obtained for the spectra of these structured matrices.

Suggested Citation

  • Yuli Liang & Dietrich Rosen & Tatjana Rosen, 2021. "On properties of Toeplitz-type covariance matrices in models with nested random effects," Statistical Papers, Springer, vol. 62(6), pages 2509-2528, December.
    • Handle: RePEc:spr:stpapr:v:62:y:2021:i:6:d:10.1007_s00362-020-01202-3
    DOI: 10.1007/s00362-020-01202-3
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    References listed on IDEAS

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    1. Yuli Liang & Dietrich Rosen & Tatjana Rosen, 2015. "On estimation in hierarchical models with block circular covariance structures," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 67(4), pages 773-791, August.
    2. Ohlson, Martin & von Rosen, Dietrich, 2010. "Explicit estimators of parameters in the Growth Curve model with linearly structured covariance matrices," Journal of Multivariate Analysis, Elsevier, vol. 101(5), pages 1284-1295, May.
    3. David Draper & James S. Hodges & Colin L. Mallows & Daryl Pregibon, 1993. "Exchangeability and Data Analysis," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 156(1), pages 9-28, January.
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    Cited by:

    1. Autcha Araveeporn, 2024. "Modified Liu Parameters for Scaling Options of the Multiple Regression Model with Multicollinearity Problem," Mathematics, MDPI, vol. 12(19), pages 1-18, October.
    2. 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.

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