A Multivariate One-Way Classification Model With Random Effects
Abbreviated Journal Title
J. Multivar. Anal.
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 of Multivariate Analysis
Schott, James R. and Saw, John G., "A Multivariate One-Way Classification Model With Random Effects" (1984). Faculty Bibliography 1980s. 345.