Combined maximum likelihood estimates for the equicorrelation coefficient.

Abstract:

:Combined maximum likelihood estimates for equicorrelation covariance matrices are considered. The case of a common equicorrelation rho and possibly different standard deviations sigma 1, ..., sigma k among k experimental groups is examined first, and the estimation of (rho, sigma 1, ..., sigma k) is discussed. Second, under the assumption of a common standard deviation and possibly different equicorrelations, the estimation of (rho 1, ..., rho k, sigma) is considered. In each case, maximum likelihood solutions and corresponding large-sample variances are presented.

journal_name

Biometrics

journal_title

Biometrics

authors

Viana MA

subject

Has Abstract

pub_date

1994-09-01 00:00:00

pages

813-20

issue

3

eissn

0006-341X

issn

1541-0420

journal_volume

50

pub_type

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