Analysis of multivariate repeated measures data with a Kronecker product structured covariance matrix

Dayanand Naik and Shantha Rao

Journal of Applied Statistics, 2001, vol. 28, issue 1, 91-105

Abstract: In this article we consider a set of t repeated measurements on p variables (or characteristics) on each of the n individuals. Thus, data on each individual is a p 2 t matrix. The n individuals themselves may be divided and randomly assigned to g groups. Analysis of these data using a MANOVA model, assuming that the data on an individual has a covariance matrix which is a Kronecker product of two positive definite matrices, is considered. The well-known Satterthwaite type approximation to the distribution of a quadratic form in normal variables is extended to the distribution of a multivariate quadratic form in multivariate normal variables. The multivariate tests using this approximation are developed for testing the usual hypotheses. Results are illustrated on a data set. A method for analysing unbalanced data is also discussed.

Date: 2001
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (21)

Downloads: (external link)
http://www.tandfonline.com/doi/abs/10.1080/02664760120011626 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:japsta:v:28:y:2001:i:1:p:91-105

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/CJAS20

DOI: 10.1080/02664760120011626

Access Statistics for this article

Journal of Applied Statistics is currently edited by Robert Aykroyd

More articles in Journal of Applied Statistics from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().