Estimation in multilevel models with block circular symmetric covariance structures

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.

Nyckelord

circular block symmetry; constrained model; covariance matrix; explicit solution; maximum likelihood estimator; multilevel model

Publicerad i

Research report - Department of Statistics, University of Stockholm
2011, nummer: 2011:4
Utgivare: Stockholm University

SLU författare

• von Rosen, Dietrich

  • Institutionen för energi och teknik, Sveriges lantbruksuniversitet
    

UKÄ forskningsämne

Sannolikhetsteori och statistik

Permanent länk till denna sida (URI)

https://res.slu.se/id/publ/88347