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

Published in

Acta et Commentationes Universitatis Tartuensis de Mathematica
2012, volume: 16, pages: 83-96

SLU Authors

• von Rosen, Dietrich

  • Department of Energy and Technology, Swedish University of Agricultural Sciences
    

• Von Rosén, Eva

  • Stockholm University

UKÄ Subject classification

Probability Theory and Statistics

Publication identifier

• DOI: https://doi.org/10.12697/acutm.2012.16.06

Permanent link to this page (URI)

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