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1 results

  • Testing Pattern Hypotheses for Covariance Matrices

  • R. P. McDonald
  • Journal:
    Psychometrika / Volume 39 / Issue 2 / June 1974
    Published online by Cambridge University Press:
    01 January 2025, pp. 189-201

  • Maximum likelihood estimates of the free parameters, and an asymptotic likelihood-ratio test, are given for the hypothesis that one or more elements of a covariance matrix are zero, and/or that two or more of its elements are equal. The theory applies immediately to a transformation of the covariance matrix by a known nonsingular matrix. Estimation is by Newton's method, starting conveniently from a closed-form least-squares solution.

    Numerical illustrations include a test for equality of diagonal blocks of a covariance matrix, and estimation of quasi-simplex structures.