On estimation in multilevel models with block circular symmetric covariance structure

Yuli Liang; Dietrich von Rosen

doi:10.12697/acutm.2012.16.06

On estimation in multilevel models with block circular symmetric covariance structure

Yuli Liang
, Dietrich von Rosen

Institutionen för energi och teknik

Publikation: Bidrag till tidskrift › Artikel i vetenskaplig tidskrift › Peer review

Sammanfattning

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.

Originalspråk	Engelska
Sidor (från-till)	83-96
Antal sidor	14
Tidskrift	Acta et Commentationes Universitatis Tartuensis de Mathematica
Volym	16
DOI	https://doi.org/10.12697/acutm.2012.16.06
Status	Publicerad - 2012

Nyckelord

Circular block symmetry
constrained model
patterned covariance matrix
explicit maximum likelihood estimator
multilevel model

Åtkomst av dokument

10.12697/acutm.2012.16.06

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title = "On estimation in multilevel models with block circular symmetric covariance structure",

abstract = "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.",

keywords = "Circular block symmetry, constrained model, patterned covariance matrix, explicit maximum likelihood estimator, multilevel model, Circular block symmetry, constrained model, patterned covariance matrix, explicit maximum likelihood estimator, multilevel model",

author = "Yuli Liang and \{von Rosen\}, Dietrich",

year = "2012",

doi = "10.12697/acutm.2012.16.06",

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KW - Circular block symmetry

KW - constrained model

KW - patterned covariance matrix

KW - explicit maximum likelihood estimator

KW - multilevel model

KW - Circular block symmetry

KW - constrained model

KW - patterned covariance matrix

KW - explicit maximum likelihood estimator

KW - multilevel model

UR - https://res.slu.se/id/publ/50339

UR - http://math.ut.ee/acta/16-1/LiangRosenRosen.pdf

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DO - 10.12697/acutm.2012.16.06

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JO - Acta et Commentationes Universitatis Tartuensis de Mathematica

JF - Acta et Commentationes Universitatis Tartuensis de Mathematica

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