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Linear Models for Multivariate Repeated Measures Data

Author

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  • Anuradha Roy

    (University of Texas at San Antonio)

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.

Suggested Citation

  • Anuradha Roy, 2010. "Linear Models for Multivariate Repeated Measures Data," Working Papers 0017, College of Business, University of Texas at San Antonio.
    • Handle: RePEc:tsa:wpaper:0047mss
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    File URL: http://interim.business.utsa.edu/wps/MSS/0017MSS-253-2010.pdf
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    References listed on IDEAS

    as
    1. Leiva, Ricardo, 2007. "Linear discrimination with equicorrelated training vectors," Journal of Multivariate Analysis, Elsevier, vol. 98(2), pages 384-409, February.
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    More about this item

    Keywords

    Multivariate repeated measures; Linear model; Replicated observations.;
    All these keywords.

    JEL classification:

    • C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
    • C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General

    Statistics

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