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Activity Number: 581 - Advancement in Theoretical and Applied Aspects of Modeling
Type: Contributed
Date/Time: Wednesday, July 31, 2019 : 2:00 PM to 3:50 PM
Sponsor: Government Statistics Section
Abstract #301860
Title: Revisiting the Linear Models with Exchangeably Distributed Errors
Author(s): Anuradha Roy* and Timothy Opheim
Companies: The University of Texas at San Antonio and The University of Texas at San Antonio
Keywords: Block exchangeable covariance structure; Linear models; profiled maximum likelihood estimates

The popularity of the classical general linear model (CGLM) is mostly due to the ease of model building and authentication. However, the CGLM is not appropriate and thus not applicable for correlated two dimensional observations. In this article we revisit Arnold's (1979) exchangeable general linear model (EGLM) for one observation, derive profiled maximum likelihood estimates (P-MLEs) of the model's parameters, and obtain its joint complete sufficient statistics. We also obtain the joint complete sufficient statistics of the "extended" model of Arnold (1979) for the case of multiple observations.

Authors who are presenting talks have a * after their name.

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