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Regression analysis with correlated observations.

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Author
Chung, Kyu Ryun
Date
1975
Advisor
Jayachandran, Toke
Second Reader
Larson, H.J.
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Abstract
The regression model Y = XB + e, with e**»N(0, o*I ) , has been studied extensively. That is, the model in which the errors are independent and identically distributed as N( O } fr*) has been studied already. In this thesis we study the model in which the sample observations are correlated with a prescribed correlation structure and show that many of the results available for the independent case apply equally well for the correlated samples . We shall find that some results obtained here are not just the same as the case where the errors are independent and identically distributed as N( O,^1 ).
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http://hdl.handle.net/10945/21017
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