Another approach to inverting a covariance matrix when data are unbalanced |
| |
| Authors: | Tom Wansbeek |
| |
| Institution: | Department for Statistical Methods , Nethrelands Central Bureau of Statistics , Voorburg, Nerthlands |
| |
| Abstract: | Searle and Rudan (1973) derive the inverse of a covariance matrix for unbalanced data in ANOVA. Their expression is highly complicated. This paper presents an alternative derivation and shows how unbalancedness enters in. |
| |
| Keywords: | analysis of variance unbalanced data two-way crossed classification |
|
|
