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The multivariate linear model with multivariatet and intra-class covariance structure

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Abstract

The prediction distribution of future responses from a multivariate linear model with error having a multivariatet-distribution and intra-class covariance structure has been derived. The distribution depends on ρ, the intra-class correlation coefficient. For unknown ρ, the marginal likelihood function of ρ has been obtained and the prediction distribution has been approximated by the estimate of ρ. As an application, a β-expectation tolerance region for the model has been constructed.

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Authors and Affiliations

  1. Department of Statistical and Actuarial Sciences, The University of Western Ontario, N6A 5B7, London, Ontario, Canada

    B. M. Golam Kibria & M. Safiul Haq

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  1. B. M. Golam Kibria
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  2. M. Safiul Haq
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Kibria, B.M.G., Haq, M.S. The multivariate linear model with multivariatet and intra-class covariance structure. Statistical Papers 40, 263–276 (1999). https://doi.org/10.1007/BF02929875

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  • DOI: https://doi.org/10.1007/BF02929875

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