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
Biometricsjournal_title
Biometricsauthors
Viana MAsubject
Has Abstractpub_date
1994-09-01 00:00:00pages
813-20issue
3eissn
0006-341Xissn
1541-0420journal_volume
50pub_type
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