Spherical Tests in Balanced Multivariate Mixed Models
Ekkehard Glimm
Abstract
Ekkehard Glimm
Abstract
This paper deals with the application of spherical tests in balanced multivariate mixed models. A general representation of the univariate mixed model, given by Hocking (1985), is adapted to the multivariate case and it is demonstrated how spherical tests, introduced by Läuter (1996), can be applied to test hypotheses about the covariance structure and the means. The methods are illustrated by an example. A simulation experiment shows the superiority of spherical tests over traditional methods, if the multivariate data arise from a factor structure.
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This paper deals with the application of spherical tests in balanced multivariate mixed models. A general representation of the univariate mixed model, given by Hocking (1985), is adapted to the multivariate case and it is demonstrated how spherical tests, introduced by Läuter (1996), can be applied to test hypotheses about the covariance structure and the means. The methods are illustrated by an example. A simulation experiment shows the superiority of spherical tests over traditional methods, if the multivariate data arise from a factor structure.
Key concepts: Multivariate statistics, Statistics, Multivariate analysis, Econometrics, Mixed model, Mathematics