Conditions Under Which Mean Square Ratios in Repeated Measurements Designs Have Exact F-Distributions
- 1 December 1970
- journal article
- research article
- Published by JSTOR in Journal of the American Statistical Association
- Vol. 65 (332) , 1582
- https://doi.org/10.2307/2284340
Abstract
Investigation is made of the character of the covariance matrix which will result in exact F-distributions for the treatments and interaction variance ratios in repeated measurements designs. It is shown, assuming multivariate normality, that the matrix may exhibit a more general character than is typically implied to be essential. Equality of variances and equality of covariances, with identical matrices for all levels of a second treatment factor, are sufficient but not necessary conditions. The necessary and sufficient condition is the equality of variances of differences for all pairs of treatment measures assumed to be correlated. An alternative statement is that the Box-Geisser-Greenhouse parameter ε = 1.0. A test is described which bears on the tenability of this condition.Keywords
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