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Analysis of Repeated Measurements with Ante‐Dependence Covariance Models
Author(s) -
Macchiavelli Raúl E.,
Moser E. Barry
Publication year - 1997
Publication title -
biometrical journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.108
H-Index - 63
eISSN - 1521-4036
pISSN - 0323-3847
DOI - 10.1002/bimj.4710390308
Subject(s) - econometrics , covariance , wald test , estimator , mathematics , statistics , covariance matrix , measure (data warehouse) , statistical hypothesis testing , computer science , database
This paper considers the use of ante‐dependence models in problems with repeated measures through time. These are conditional regression models which reflect the dependence of a measure on some of the previous observations from the same subject. We present maximum likelihood estimators of the covariance matrix and procedures for selecting the order of ante‐degendence based on penalized like‐lihoods. Extensions to missing data situations are discussed. We propose Wald‐type test statistics and apply them in two situations common in experiments with repeated measures: one with pre‐study observations and another one with small sample size relative to the number of time periods. In these examples, tests assuming ante‐dependence find effects which are not detected using competing procedures.