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Linear Models for Multivariate Repeated Measures Data


  • Anuradha Roy

    (University of Texas at San Antonio)


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, "undated". "Linear Models for Multivariate Repeated Measures Data," Working Papers 0017, College of Business, University of Texas at San Antonio.
  • Handle: RePEc:tsa:wpaper:0017

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    References listed on IDEAS

    1. Ritter, Gunter & Gallegos, María Teresa, 2002. "Bayesian Object Identification: Variants," Journal of Multivariate Analysis, Elsevier, vol. 81(2), pages 301-334, May.
    2. 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


    Multivariate repeated measures; Linear model; Replicated observations.;

    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


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