JSM 2004 - Toronto

Abstract #301909

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Activity Number: 438
Type: Contributed
Date/Time: Thursday, August 12, 2004 : 10:30 AM to 12:20 PM
Sponsor: Biopharmaceutical Section
Abstract - #301909
Title: Estimating the Variance Components in a Replicated Cross-over Study
Author(s): Guoyong Jiang*+ and Jianrong Wu
Companies: Cephalon, Inc. and St. Jude Children's Research Hospital
Address: 145 Brandywine Pkwy., West Chester, PA, 19380,
Keywords: block compound symmetry ; linearly patterned covariance matrix ; maximum likelihood estimation ; restricted maximum likelihood estimation ; saturated model ; uniform within sequences
Abstract:

In a uniform within-sequence replicated cross-over experiment, the covariance matrix of a vector variable of measurements on each subject typically possesses a block compound symmetric structure. We derive explicit representations for the maximum likelihood and restricted maximum likelihood estimators of the variance components. They can be expressed as known linear combinations of elements of the sample covariance matrix from the original observations. We illustrate the new method by applying it to an example.

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