Linear Models for Multivariate Repeated Measures Data

Anuradha Roy
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Anuradha Roy: University of Texas at San Antonio

No 17, Working Papers from College of Business, 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.

Keywords: Multivariate repeated measures; Linear model; Replicated observations. (search for similar items in EconPapers)
JEL-codes: C10 C13 (search for similar items in EconPapers)
Pages: 20 pages
Date: 2010-12-13
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