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Modelling Balanced Longitudinal Data: Maximum Likelihood Estimation and Analysis of Variance
Vol. 48, No. 3 (Sep., 1992), pp. 743-750
Published by: International Biometric Society
Stable URL: http://www.jstor.org/stable/2532341
Page Count: 8
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For linear models, assuming a within-experimental-units covariance structure that incorporates errors of measurement, serial correlation, and variation between units, results on explicit estimation of regression parameters are used to simplify maximum likelihood estimation of covariance parameters. The use of an analysis of variance table as a simpler alternative to likelihood inference is illustrated with two examples.
Biometrics © 1992 International Biometric Society