Advanced search
Publication Cover
Journal of Statistical Computation and Simulation Volume 15, 1982 - Issue 1
Submit an article Journal homepage
25
Views
10
CrossRef citations to date
0
Altmetric
Original Articles

Exact probabilities of obtaining estimated non-positive definite between-group covariance matrices

Anil K. Bhargava Department of Mathematical Sciences, Northern Illinois University, DeKalb, Illinois, 60115, U.S.A
&
Damon Disch Department of Mathematical Sciences, Northern Illinois University, DeKalb, Illinois, 60115, U.S.A
Pages 27-32 | Received 14 Oct 1980, Published online: 20 Mar 2007

Citations (10)

Keep up to date with the latest research on this topic with citation updates for this article.

Subscribe to citation updates

Read on this site (5)

Steffen Zitzmann. (2018) A Computationally More Efficient and More Accurate Stepwise Approach for Correcting for Sampling Error and Measurement Error. Multivariate Behavioral Research 53:5, pages 612-632.
Read now
Kalyan Das. (1996) Improved Estimation of Covariante Matrices in Balanced Hierarchical Multivariate Variance Components Models. Statistics 28:1, pages 73-82.
Read now
JamesA. Calvin & RichardL. Dykstra. (1991) Least Squares Estimation of Covariance Matrices in Balanced Multivariate Variance Components Models. Journal of the American Statistical Association 86:414, pages 388-395.
Read now
Yasuo Amemiya. (1985) What Should be Done When an Estimated between-Group Covariance Matrix is not Nonnegative Definite?. The American Statistician 39:2, pages 112-117.
Read now
Julia-Kim Walther, Martin Hecht, Benjamin Nagengast & Steffen Zitzmann. To Be Long or To Be Wide: How Data Format Influences Convergence and Estimation Accuracy in Multilevel Structural Equation Modeling. Structural Equation Modeling: A Multidisciplinary Journal 0:0, pages 1-16.
Read now

Articles from other publishers (5)

Steffen Zitzmann, Julia-Kim Walther, Martin Hecht & Benjamin Nagengast. (2022) What Is the Maximum Likelihood Estimate When the Initial Solution to the Optimization Problem Is Inadmissible? The Case of Negatively Estimated Variances. Psych 4:3, pages 343-356.
Crossref
Karin Meyer & Mark Kirkpatrick. (2010) Better Estimates of Genetic Covariance Matrices by “Bending” Using Penalized Maximum Likelihood. Genetics 185:3, pages 1097-1110.
Crossref
Karin Meyer & Mark Kirkpatrick. (2008) Perils of Parsimony: Properties of Reduced-Rank Estimates of Genetic Covariance Matrices. Genetics 180:2, pages 1153-1166.
Crossref
Chungyeol Shin & Yasuo Amemiya. (1997) Algorithms for the likelihood-based estimation of the random coefficient model. Statistics & Probability Letters 32:2, pages 189-199.
Crossref
V. T. Prabhakaran & J. P. Jain. (2007) Probability of Inadmissible Estimates of Heritability from Full‐Sib Analysis Under a General Model of Gene Action. Biometrical Journal 30:1, pages 47-57.
Crossref

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.