Title

A Multivariate One-Way Classification Model With Random Effects

Comments

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Abbreviated Journal Title

J. Multivar. Anal.

Keywords

Business; Economics

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.

Journal Title

Journal of Multivariate Analysis

Volume

15

Issue/Number

12

Publication Date

1-1-1984

Document Type

Article

Language

English

First Page

1

Last Page

125

WOS Identifier

WOS:A1984TH24700001

ISSN

0047-259X

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