Best unbiased estimates for parameters of three-level multivariate data with doubly exchangeable covariance structure

Arkadiusz Kozioł, Anuradha Roy, Roman Zmyślony, Ricardo Leiva, Miguel Fonseca

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Abstract

The article addresses the best unbiased estimators of doubly exchangeable covariance structure, an extension of block exchangeable covariance structure, for three-level multivariate data. Under multivariate normality, the free-coordinate approach is used to obtain linear and quadratic estimates for the model parameters that are unbiased, sufficient, complete and consistent. Data from a clinical trial study is analyzed to illustrate the application of the obtained results.

Original languageEnglish
Pages (from-to)87-104
Number of pages18
JournalLinear Algebra and Its Applications
Volume535
DOIs
Publication statusPublished - 15 Dec 2017

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Keywords

  • Best unbiased estimator
  • Coordinate free approach
  • Doubly exchangeable covariance structure
  • Three-level multivariate data
  • Unstructured mean vector

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