Cholesky decomposition of a variance matrix in repeated measures analysis

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1988

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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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Austral. J. Statist., 30(2), 1988, 228-234

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http://hdl.handle.net/123456789/1501

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