Compound symmetry, Advanced Statistics

Compound symmetry: The property possessed by the variance-covariance matrix of the set of multivariate data when its chief diagonal elements are equal to each other, and in addition its off-diagonal elements are equal as well. Consequently the matrix has the general form which is given as follows;

1849_compound symmetry.png 

where ρ is the supposed as common correlation coefficient of the measures. Of most importance in the analysis of the longitudinal data since it is the correlation structure supposed by the random intercept model often used to analyze such data. 

 

Posted Date: 7/27/2012 12:50:29 AM | Location : United States







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