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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; 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.
There is high level of fluctuation in a zigzag pattern in the time series for RESI1 which indicates that there is possibly negative autocorrelation present. Column C11 show
The nonparametric Bayesian inference approach to using the finite mixture distributions for modelling data suspected of the containing distinct groups of observations; this approac
Lagrange Multiplier (LM) test The Null Hypothesis - H0: There is no heteroscedasticity i.e. β 1 = 0 The Alternative Hypothesis - H1: There is heteroscedasticity i.e. β 1
The interplay of the genes and environment on, for instance, the risk of disease. The term represents the step away from the argument as to whether the nature or nurture is the pre
After graduating from Tech Julia was unable to find regular employment and approached the Director of Athletics at Tech to request that she remain a vendor of the following year.
The variables appearing on the right-hand side of equations defining, for instance, multiple regressions or the logistic regression, and which seek to predict or 'explain' response
The term used when the aggregated data (for instance, aggregated over different areas) are analysed and the results supposed to apply to the relationships at the individual level.
Q1: The growth in bad debt expense for Aptara Pvt. Ltd. Company over the last 20 years is as follows. 1997 0.11 1998 0.09 1999 0.08 2000 0.08 2001 0.1 2002 0.11 2003 0.12 2004 0.1
I need you to help me for Business Statistics class with homework quizzes. Can you help to do it?
Mean squarederror is the expected value of square of the difference between an estimator and the true value of the parameter. If the estimator is unbiased then the mean of the squ
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