Martin Singull: Profile Analysis with Random-Effects Covariance Structure
Martin Singull (f. Ohlson), Linköpings universitet
Tid: Må 2011-11-07 kl 15.15 - 16.00
Plats: Room 3721, Lindstedtsvägen 25, 7th floor, Department of Mathematics, KTH
In this talk, we 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 tests given by Yokoyama and Fujikoshi (1993) and Yokoyama (1995).