On estimation in multilevel models with block circular symmetric covariance structure

  • Yuli Liang Department of Statistics, Stockholm University, SE-106 91, Stockholm, Sweden
  • Dietrich von Rosen Department of Energy and Technology, Swedish University of Agricultural Sciences, Box 7032, SE-750 07 Uppsala; Department of Mathematics, Linköping University, SE-581 83 Linköping, Sweden
  • Tatjana von Rosen Department of Statistics, Stockholm University, SE-106 91 Stockholm, Sweden
Keywords: circular block symmetry, constrained model, patterned covariance matrix, explicit maximum likelihood estimator, multilevel model

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.

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Published
2020-09-25
Section
Articles