A remark on testing covariance structure in a mixed model

Samuel D. Oman*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

Abstract

Khuri (1989) tests for the intraclass covariance structure implied by the balanced two-way mixed analysis of variance model by computing wilks' likelihood ratio test statistic using the sample covariance matrix of the vectors of treatment means. In the unbalanced case he uses a linear transformation to augment the treatment-mean vectors to vectors which are expected to satisfy the intraclass structure, and then computes Wilks' statistic using these augmented vectors. We point out that the augmentation process is in fact equivalent to deleting observations until the design is balanced, so that the augmented test actually uses less information than that contained in the original sample means.

Original languageEnglish
Pages (from-to)355-357
Number of pages3
JournalJournal of Statistical Planning and Inference
Volume59
Issue number2
DOIs
StatePublished - 15 Apr 1997

Keywords

  • Intraclass covariance
  • Random effects
  • Unbalanced design

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