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Linear Models for Multivariate Repeated Measures Data

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  • Anuradha Roy

    (University of Texas at San Antonio)

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    Abstract

    We study the general linear model (GLM) with doubly exchangeable distributed error for m observed random variables. The doubly exchangeable linear model (DEGLM) arises when the m¡dimensional error vectors are \doubly exchangeable" (de¯ned later), jointly normally distributed, which is much weaker assumption than the independent and identically distributed error vectors as in the case of GLM or classical GLM (CGLM). We estimate the parameters in the model and also ¯nd their distributions.

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    File URL: http://business.utsa.edu/wps/MSS/0017MSS-253-2010.pdf
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    Bibliographic Info

    Paper provided by College of Business, University of Texas at San Antonio in its series Working Papers with number 0017.

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    Length: 20 pages
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    Handle: RePEc:tsa:wpaper:0017

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    Related research

    Keywords: Multivariate repeated measures; Linear model; Replicated observations.;

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