Regression analysis with correlated observations.

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Author
Chung, Kyu Ryun
Date
1975Advisor
Jayachandran, Toke
Second Reader
Larson, H.J.
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Show full item recordAbstract
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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