Bayesian tests on components of the compound symmetry covariance matrix
نویسندگان
چکیده
منابع مشابه
Bayesian tests on components of the compound symmetry covariance matrix
Complex dependency structures are often conditionally modeled, where random effects parameters are used to specify the natural heterogeneity in the population. When interest is focused on the dependency structure, inferences can be made from a complex covariance matrix using a marginal modeling approach. In this marginal modeling framework, testing covariance parameters is not a boundary proble...
متن کاملthe washback effect of discretepoint vs. integrative tests on the retention of content in knowledge tests
در این پایان نامه تاثیر دو نوع تست جزیی نگر و کلی نگر بر به یادسپاری محتوا ارزیابی شده که نتایج نشان دهندهکارایی تستهای کلی نگر بیشتر از سایر آزمونها است
15 صفحه اولEvaluation of Tests for Separability and Symmetry of Spatio-temporal Covariance Function
In recent years, some investigations have been carried out to examine the assumptions like stationarity, symmetry and separability of spatio-temporal covariance function which would considerably simplify fitting a valid covariance model to the data by parametric and nonparametric methods. In this article, assuming a Gaussian random field, we consider the likelihood ratio separability test, a va...
متن کاملMulti-level multivariate normal distribution with self similar compound symmetry covariance matrix
We study multi-level multivariate normal distribution with self similar compound symmetry covariance structure for k different levels of the multivariate data. Both maximum likelihood and unbiased estimates of the matrix parameters are obtained. The spectral decomposition of the new covariance structure are discussed and are demonstrated with a real dataset from medical studies.
متن کاملBayesian Inference for a Covariance Matrix
Covariance matrix estimation arises in multivariate problems including multivariate normal sampling models and regression models where random effects are jointly mod-eled, e.g. random-intercept, random-slope models. A Bayesian analysis of these problems requires a prior on the covariance matrix. Here we compare an inverse Wishart, scaled inverse Wishart, hierarchical inverse Wishart, and a sepa...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Statistics and Computing
سال: 2011
ISSN: 0960-3174,1573-1375
DOI: 10.1007/s11222-011-9295-3