Likelihood Ratio Criterion for Testing Sphericity from a Multivariate Normal Sample with 2-step Monotone Missing Data Pattern

Title & Authors
Likelihood Ratio Criterion for Testing Sphericity from a Multivariate Normal Sample with 2-step Monotone Missing Data Pattern
Choi, Byung-Jin;

Abstract
The testing problem for sphericity structure of the covariance matrix in a multivariate normal distribution is introduced when there is a sample with 2-step monotone missing data pattern. The maximum likelihood method is described to estimate the parameters on the basis of the sample. Using these estimates, the likelihood ratio criterion for testing sphericity is derived.
Keywords
2-step monotone missing data pattern;maximum likelihood estimation;sphericity;likelihood ratio criterion;
Language
English
Cited by
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