Consider the following four covariance matrices that apply to clusters having four responses per cluster: P Q
Question:
P
Q
R
S
a. Which of the above matrices are heterogeneous (as compared to homogeneous) covariance matrices?
b. What is the correlation structure defined by each of the above matrices?
Transcribed Image Text:
2.50 125 0.625 0.3125 1.25 2.50 25 0.625 0.625 1.25 2.50 25 0.3125 0.625 1.25 2.50 4.00 1.952 .72 593 1.952 4.50 1826 1690 1.721 1.826 3.50 1.491 1.593 .69049 3.00 4.00 1.84 1.84 1.84 1.84 4.00 1.84 1.84 1.84 1.84 4.00 1.84 1.84 1.84 184 4.00 4.00 1.732 1.061 0.234 1.732 3.00 1837 0.810 1.06 .837 4.50 984 0.234 0.810 984 3.50
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Related Book For
Applied Regression Analysis and Other Multivariable Methods
ISBN: 978-1285051086
5th edition
Authors: David G. Kleinbaum, Lawrence L. Kupper, Azhar Nizam, Eli S. Rosenberg
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