Analysis of repeated measures under unequal variances

Yu-Yun Ho and Sam Weerahandi

Journal of Multivariate Analysis, 2007, vol. 98, issue 3, 493-504

Abstract: Problem of making inferences on a widely used repeated measures model is considered without the assumption of equal error variances. By taking the generalized approach to making statistical inference, we derive necessary formulae to compute exact generalized p-values for testing the equality of treatment effects, occasion effects, and their interactions. We also provide formulae for making inferences about the variance components of the model. Advantage of the generalized p-values over the classical F-test is demonstrated by means of an example.

Keywords: Generalized; p-values; Mixed; models; Variance; components; Compound; symmetric; covariance; structure (search for similar items in EconPapers)
Date: 2007
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0047-259X(06)00012-1
Full text for ScienceDirect subscribers only

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:eee:jmvana:v:98:y:2007:i:3:p:493-504

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().