Multivariate one-way random effects model

Multivariate one-way random effects model

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Article ID: iaor19992098
Country: United States
Volume: 18
Issue: 1/2
Start Page Number: 109
End Page Number: 128
Publication Date: Jan 1998
Journal: American Journal of Mathematical and Management Sciences
Authors:
Abstract:

Estimation of the variance and covariance matrices of the random effects and the residuals is considered. The Multivariate Analysis of Variance (MANOVA) and the Restricted Maximum Likelihood estimators are examined. A simple procedure for adjusting the MANOVA estimator for nonnegativeness is suggested. For both balanced and unbalanced designs, biases and mean square errors of the different procedures are compared through simulation studies.

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