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**On implementation of a test for Kronecker product covariance structure for multivariate repeated measures data.**
*(English)*
Zbl 1248.62092

Summary: Under the assumption of multivariate normality the likelihood ratio test is derived to test a hypothesis for Kronecker product structure on a covariance matrix in the context of multivariate repeated measures data. Although the proposed hypothesis testing can be computationally performed by indirect use of Proc Mixed of SAS, the Proc Mixed algorithm often fails to converge. We provide an alternative algorithm. The algorithm is illustrated with two real data sets. A simulation study is also conducted for the purpose of sample size consideration.

### MSC:

62H15 | Hypothesis testing in multivariate analysis |

65C60 | Computational problems in statistics (MSC2010) |

### Keywords:

compound symmetry; likelihood ratio test; multivariate repeated measures data; SAS proc mixed
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\textit{A. Roy} and \textit{R. Khattree}, Stat. Methodol. 2, No. 4, 297--306 (2005; Zbl 1248.62092)

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### References:

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