Combined maximum likelihood estimates for the equicorrelation coefficient.

Abstract

Combined maximum likelihood estimates for equicorrelation covariance matrices are considered. The case of a common equicorrelation rho and possibly different standard deviations sigma 1, ..., sigma k among k experimental groups is examined first, and the estimation of (rho, sigma 1, ..., sigma k) is discussed. Second, under the assumption of a common standard deviation and possibly different equicorrelations, the estimation of (rho 1, ..., rho k, sigma) is considered. In each case, maximum likelihood solutions and corresponding large-sample variances are presented.