ANOVA models for Brownian motion

Gordon Hazen, Daniel Apley and Neehar Parikh

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 15, 7642-7660

Abstract: We investigate longitudinal models having Brownian-motion covariance structure. We show that any such model can be viewed as arising from a related “timeless” classical linear model where sample sizes correspond to longitudinal observation times. This relationship is of practical impact when there are closed-form ANOVA tables for the related classical model. Such tables can be directly transformed into the analogous tables for the original longitudinal model. We in particular provide complete results for one-way fixed and random effects ANOVA on the drift parameter in Brownian motion, and illustrate its use in estimating heterogeneity in tumor growth rates.

Date: 2017
References: Add references at CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1080/03610926.2016.1158834 (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:lstaxx:v:46:y:2017:i:15:p:7642-7660

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/lsta20

DOI: 10.1080/03610926.2016.1158834

Access Statistics for this article

Communications in Statistics - Theory and Methods is currently edited by Debbie Iscoe

More articles in Communications in Statistics - Theory and Methods from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().