Nested Analysis of Variance with Autocorrelated Errors
From MaRDI portal
Recommendations
Cited in
(11)- Empirical Bayes prediction for a mixed linear model with autoregressive errors
- Covariance structure selection in general mixed models
- Large sample properties and confidence bands for component-wise varying-coefficient regression with longitudinal dependent variable
- Small‐area estimation by combining time‐series and cross‐sectional data
- On a class of change-point models in covariance structures for growth curves and repeated measurements
- Using default tests in repeated measures: how bad can it get?
- Profile parallelism in repeated measures designs
- A non-parametric regression approach to repeated measures analysis in cancer experiments
- Small area estimation of mean price of habitation transaction using time-series and cross-sectional area-level models
- Influence diagnostics in the varying coefficient model with longitudinal data
- BLUP in the nested panel regression model with serially correlated errors
This page was built for publication: Nested Analysis of Variance with Autocorrelated Errors
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4723067)