A multivariate model with intra-class covariance structure

Fraser [3], [4] and Fraser and Haq [5] discussed a comprehensive multivariate model: a model with an error variable internal to the system with a known multivariate distribution and a positive affine transformation which generates a response vector from an error vector. Here a multivariate model, with the error variable having a multivariate normal distribution with intra-class covariance structure, has been considered. The analysis of the responses has been carried on in the framework of a transformed structural model and it produces structural distribution for the location parameters and the scale parameter, and the marginal likelihood function for the intra-class correlation coefficient.