Analysis of multivariate repeated measures data with a Kronecker product structured covariance matrix |
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Authors: | Dayanand N Naik Shantha S Rao |
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Institution: | 1. Old Dominion University , USA;2. PAREXEL International , USA |
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Abstract: | In this article we consider a set of t repeated measurements on p variables (or characteristics) on each of the n individuals. Thus, data on each individual is a p ×t matrix. The n individuals themselves may be divided and randomly assigned to g groups. Analysis of these data using a MANOVA model, assuming that the data on an individual has a covariance matrix which is a Kronecker product of two positive definite matrices, is considered. The well-known Satterthwaite type approximation to the distribution of a quadratic form in normal variables is extended to the distribution of a multivariate quadratic form in multivariate normal variables. The multivariate tests using this approximation are developed for testing the usual hypotheses. Results are illustrated on a data set. A method for analysing unbalanced data is also discussed. |
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