Martin Singull: Profile Analysis with Random-Effects Covariance Structure
Martin Singull, Mathematical Statistics, Department of Mathematics, Linköping University
Time: Wed 2013-05-22 13.00 - 14.00
Location: Room B705, Department of statistics, Stockholm university
In this talk, we will consider a parallel profile model for several groups. Given the parallel profile model we construct tests based on the likelihood ratio, without any restrictions on the parameter space, testing the covariance matrix for random-effects structure or sphericity. Furthermore, given both the parallel profile and random-effects covariance structure the level hypothesis is tested. The attained significance levels and the empirical powers for the given tests are compared with the restricted tests given by Yokoyama and Fujikoshi (1993) and Yokoyama (1995).
Joint work with Muni S. Srivastava, University of Toronto, Canada