Estimation for two-way analysis of variance with correlated errors |
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Authors: | Alasford M Ngwengwe Charles E mcculloch |
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Affiliation: | Biometrics Unit and Statistics Center Cornell University , Ithaca , New York , 14853 , U.S.A |
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Abstract: | We consider some estimation and distribution problems encountered in a two way analysis of variance model with only one observation per cell, errors correlated in one level, and the variances are not necessarily equal. The independence criteria for the row and interaction mean sum of squares and distribution of the maximum likelihood estimator of the correlation coefficient are given. |
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Keywords: | correlated errors intraclass correlation coefficient log-likelihood function maximum likelihood estimator mean squares mixed effects model multivariate normal uniform covariance structure |
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