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We consider maximum likelihood (ML) estimation of mean and covariance structure models when data are missing. Expectation maximization (EM), generalized expectation maximization (GEM), Fletcher-Powell, and Fisher-scoring algorithms are described for parameter estimation. It is shown how the machinery within a software that handles the complete data problem(More)
In this article, we study nonparametric estimation of the mean function of a counting process with panel observations. We introduce the gamma frailty variable to account for the intracorrelation between the panel counts of the counting process and construct a maximum pseudo-likelihood estimate with the frailty variable. Three simulated examples are given to(More)
Test of homogeneity of covariances (or homoscedasticity) among several groups has many applications in statistical analysis. In the context of incomplete data analysis, tests of homoscedasticity among groups of cases with identical missing data patterns have been proposed to test whether data are missing completely at random (MCAR). These tests of MCAR(More)
In the statistics literature, a number of procedures have been proposed for testing equality of several groups' covariance matrices when data are complete, but this problem has not been considered for incomplete data in a general setting. This paper proposes statistical tests for equality of covariance matrices when data are missing. A Wald test (denoted by(More)
Incomplete or missing data is a common problem in almost all areas of empirical research. It is well known that simple and ad hoc methods such as complete case analysis or mean imputation can lead to biased and/or inefficient estimates. The method of maximum likelihood works well; however, when the missing data mechanism is not one of missing completely at(More)
Partial F tests play a central role in model selections in multiple linear regression models. This paper studies the partial F tests from the view point of simultaneous confidence bands. It first shows that there is a simultaneous confidence band associated naturally with a partial F test. This confidence band provides more information than the partial F(More)
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