On estimation in multilevel models with block circular symmetric covariance structure

On estimation in multilevel models with block circular symmetric covariance structure

In this article we consider a multilevel model with block circular symmetric covariance structure. Maximum likelihood estimation of the parameters of this model is discussed. We show that explicit maximum likelihood estimators of variance components exist under certain restrictions on the parameter...

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Veröffentlicht in:Acta et commentationes Universitatis Tartuensis de mathematica 2012, Vol.16 (1), p.83-96
Hauptverfasser: Liang, Yuli, Rosen, Dietrich von, Rosen, Tatjana von
Format: Artikel
Sprache:eng
Schlagworte:
Circular block symmetry
constrained model
explicit maximum likelihood estimator
multilevel model
patterned covariance matrix
Probability Theory and Statistics
Sannolikhetsteori och statistik
Statistics
statistik
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Zusammenfassung:In this article we consider a multilevel model with block circular symmetric covariance structure. Maximum likelihood estimation of the parameters of this model is discussed. We show that explicit maximum likelihood estimators of variance components exist under certain restrictions on the parameter space.
ISSN:1406-2283
2228-4699
2228-4699
DOI:10.12697/ACUTM.2012.16.06