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Modelling Balanced Longitudinal Data: Maximum Likelihood Estimation and Analysis of Variance

A. Forcina
Biometrics
Vol. 48, No. 3 (Sep., 1992), pp. 743-750
DOI: 10.2307/2532341
Stable URL: http://www.jstor.org/stable/2532341
Page Count: 8
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Modelling Balanced Longitudinal Data: Maximum Likelihood Estimation and Analysis of Variance
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Abstract

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.

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