A note on spectral decomposition and maximum likelihood estimation in models with balanced data

A simple derivation of the spectral decomposition of the covariance matrix for a general multi-way variance components model is presented. So-called balanced data are assumed to be available. Spectral decomposition is exploited to derive the information matrix and the first-order conditions for the maximum likelihood estimation of the variance components parameters.

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Year of publication:	1983
Authors:	Wansbeek, Tom ; Kapteyn, Arie
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 1.1983, 4, p. 213-215
Publisher:	Elsevier
Subject:	ANOVA spectral decomposition

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005314034