Please use this identifier to cite or link to this item: http://repositorio.unicamp.br/jspui/handle/REPOSIP/74916
Type: Artigo de periódico
Title: THE DIFFICULTIES OF ESTIMATION OF DISPERSION PARAMETERS IN LINEAR-MODELS - AN ILLUSTRATION
Author: INFANTE, AM
Abstract: The point estimation of the parameter theta of a dispersion matrix SIGMA(theta) is illustrated by considering two linear models for observations with a common scalar mean. In the first model SIGMA(theta) has the structure which assures the validity of a univariate ANOVA with repeated measures; in the second, SIGMA(theta) corresponds to a permutationally invariant distribution. In both cases, results are presented about the estimability of theta, thus obtaining the explicit form of the MINQE estimators introduced by Rao and Kleffe (1980). Finally, the consequences of the normality assumption are considered. The estimation methods based on the maximization of the complete and restricted likelihood functions are applied.
Subject: DISPERSION PARAMETERS
MINIMUM NORM QUADRATIC ESTIMATORS
MAXIMUM LIKELIHOOD ESTIMATOR
RESTRICTED MAXIMUM LIKELIHOOD ESTIMATOR
EQUICORRELATION MATRIX
HUYNH-FELDT CONDITIONS
Editor: Springer Verlag
Rights: fechado
Identifier DOI: 10.1007/BF02926031
Date Issue: 1995
Appears in Collections:Artigos e Materiais de Revistas Científicas - Unicamp

Files in This Item:
File Description SizeFormat 
WOSA1995RA44000008.pdf269.48 kBAdobe PDFView/Open


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.