CHOLESKY DECOMPOSITION OF A VARIANCE MATRIX IN REPEATED MEASURES ANALYSIS
- 28 June 1988
- journal article
- Published by Wiley in Australian Journal of Statistics
- Vol. 30 (2) , 228-234
- https://doi.org/10.1111/j.1467-842x.1988.tb00853.x
Abstract
Summary: The Cholesky decomposition is given for the inverse of a variance matrix occurring in repeated measures problems where observations have a correlation structure both within and between experimental units. The use of this decomposition is outlined for ML and REML estimation procedures.Keywords
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