Nested ANOVA for Repeated Surveys with Autocorrelated Errors

Diet surveys in the science of human nutrition involve longitudinal observations on the same individuals repeated at distinct time points. Consequently a common feature of such surveys is inherent correlation between successive observations. In this paper, an autoregressive model of order 1 is assumed for the successive observations on the same individual in a survey. Further, observations on the same individual in two different surveys are assumed to be correlated. The technique of analysis of variance is modified suitably for this set up and applied to two nutritional surveys carried on army recruits.