Estimation in multilevel models with block circular symmetric covariance structures

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; covariance matrix; explicit solution; maximum likelihood estimator; multilevel model

Published in

Research report - Department of Statistics, University of Stockholm
2011, number: 2011:4
Publisher: Stockholm University

SLU Authors

• von Rosen, Dietrich

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

UKÄ Subject classification

Probability Theory and Statistics

Permanent link to this page (URI)

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