General class of covariance structures for two or more repeated factors in longitudinal data analysis
- 1 January 1994
- journal article
- research article
- Published by Taylor & Francis in Communications in Statistics - Theory and Methods
- Vol. 23 (11) , 3105-3119
- https://doi.org/10.1080/03610929408831436
Abstract
The main difficulty in parametric analysis of longitudinal data lies in specifying covariance structure. Several covariance structures, which usually reflect one series of measurements collected over time, have been presented in the literature. However there is a lack of literature on covariance structures designed for repeated measures specified by more than one repeated factor. In this paper a new, general method of modelling covariance structure based on the Kronecker product of underlying factor specific covariance profiles is presented. The method has an attractive interpretation in terms of independent factor specific contribution to overall within subject covariance structure and can be easily adapted to standard software.Keywords
This publication has 2 references indexed in Scilit:
- Longitudinal data analysis using generalized linear modelsBiometrika, 1986
- Linear Statistical Inference and its ApplicationsPublished by Wiley ,1973