A comparison of likelihood ratio tests and Rao's score test for three separable covariance matrix structures

DOI10.1002/bimj.201600044zbMath1357.62315OpenAlexW2543311412WikidataQ39256106 ScholiaQ39256106MaRDI QIDQ2956836

Katarzyna Filipiak, Anuradha Roy, Daniel Klein

Publication date: 19 January 2017

Published in: Biometrical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/bimj.201600044

zbMATH Keywords

likelihood ratio testmaximum likelihood estimatesRao's score testempirical null distributionseparable covariance structure

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Hypothesis testing in multivariate analysis (62H15) Point estimation (62F10)

Related Items (10)

A note on necessary and sufficient conditions of existence and uniqueness for the maximum likelihood estimator of a Kronecker-product variance-covariance matrix ⋮ Permutation based testing on covariance separability ⋮ Hypothesis testing in multivariate normal models with block circular covariance structures ⋮ Robust tests for scatter separability beyond Gaussianity ⋮ Approximation with a Kronecker product structure with one component as compound symmetry or autoregression via entropy loss function ⋮ Testing a block exchangeable covariance matrix ⋮ Unnamed Item ⋮ Approximation with a Kronecker product structure with one component as compound symmetry or autoregression ⋮ Score test for a separable covariance structure with the first component as compound symmetric correlation matrix ⋮ Unnamed Item

Uses Software

• Mathematica
• R
• SAS
• SAS/STAT

Cites Work

• An adjusted likelihood ratio test for separability in unbalanced multivariate repeated measures data
• On implementation of a test for Kronecker product covariance structure for multivariate repeated measures data
• Models with a Kronecker product covariance structure: estimation and testing
• Score test for a separable covariance structure with the first component as compound symmetric correlation matrix
• Likelihood ratio tests for triply multivariate data with structured correlation on spatial repeated measurements
• The likelihood ratio test for a separable covariance matrix
• A likelihood ratio test for separability of covariances
• Asymptotic Properties of Maximum Likelihood Estimators and Likelihood Ratio Tests Under Nonstandard Conditions
• Testing Statistical Hypotheses
• Tests of Statistical Hypotheses Concerning Several Parameters When the Number of Observations is Large

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