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APPLIED MULTIVARIATE STATISTICS: WITH SAS® SOFTWARE by Dayanand N. Naik, Ravindra Khattree

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6.5. Models with Only Fixed Effects

Consider the following fixed effects model

with D(ϵ)=σ2R=σ2 diag(R1,...,Rn)=σ2V, which is a special case of the model in Equation 6.2 with ν=0. We have considered this type of model in Chapter 5 but the variance covariance matrix of the error was assumed to be one of the two extremes, namely, the compound symmetry and completely unstructured. In the following two subsections, we describe two examples of the above fixed effects model in the context of repeated measures. The model for the first example differs from the model used for that data in Chapter 5, only in its error covariance structure. As we will ...

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