Title
A Multivariate One-Way Classification Model With Random Effects
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
ISSN
0047-259X
Recommended Citation
Schott, James R. and Saw, John G., "A Multivariate One-Way Classification Model With Random Effects" (1984). Faculty Bibliography 1980s. 345.
https://stars.library.ucf.edu/facultybib1980/345
Comments
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