CHOLESKY DECOMPOSITION OF A VARIANCE MATRIX IN REPEATED MEASURES ANALYSIS |
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| Authors: | S Lianto CA McGilchrist |
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| Institution: | Institut Teknologi Sepuluh Nopember Surabaya, Surabaya, Indonesia;Department of Statistics, Virginia Polytechnic Institute and State University, Blacksburg, Virginia 24061, USA |
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| Abstract: | The Cholesky decomposition is given for the inverse of a variance matrix occurring in repeated measures problems where observations have a correlation structure both within and between experimental units. The use of this decomposition is outlined for ML and REML estimation procedures. |
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