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Dispersion Matrices for Variance Components Models
S. R. Searle and Harold V. Henderson
Journal of the American Statistical Association
Vol. 74, No. 366 (Jun., 1979), pp. 465-470
Stable URL: http://www.jstor.org/stable/2286357
Page Count: 6
You can always find the topics here!Topics: Matrices, Eigenvalues, Kronecker product, Mathematical vectors, Spectral theory, Statistical variance, Eigenvectors, Information classification, Linear models, Statistical models
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The dispersion matrix of balanced data in a two-way crossed-classification variance-components model is generalized to the case of any balanced-data variance-components model, consisting of crossed and/or nested classifications. The eigenvalues, determinant and inverse, of this generalized matrix are derived.
Journal of the American Statistical Association © 1979 American Statistical Association