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Mauchly test is a test which a variance-covariance matrix of pair wise differences of responses in the set of longitudinal data is the scalar multiple of identity matrix, a property known as sphericity.
Of most importance in the analysis of the longitudinal data where this property should hold for the F-tests in the analysis of variance of such type of data to be valid.
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Behrens Fisher problem : The difficulty of testing for the equality of the means of the two normal distributions which do not have the equal variance. Various test statistics have
Ask quesoil company is considering whether or not to bid for an offshore drilling contract. If they bid, the value would be $600m with a 65% chance of gaining the contract. The com
Biplots: It is the multivariate analogue of the scatter plots, which estimates the multivariate distribution of the sample in a few dimensions, typically two and superimpose on th
The Null Hypothesis - H0: β 1 = 0 i.e. there is homoscedasticity errors and no heteroscedasticity exists The Alternative Hypothesis - H1: β 1 ≠ 0 i.e. there is no homoscedasti
Continuous variable : The measurement which is not restricted to the particular values except in so far as this is constrained by the accuracy of measuring instrument. General exam
Prospective study : The studies in which individuals are followed-up over the period of time. A general example of this type of investigation is where the samples of individuals ar
Chernoff's faces : A method or technique for representing the multivariate data graphically. Each observation is represented by the computer-created face, the features of which are
Particlefilters is a simulation method for tracking moving target distributions and for reducing computational burden of the dynamic Bayesian analysis. The method uses a Markov ch
Locally weighted regression is the method of regression analysis in which the polynomials of degree one (linear) or two (quadratic) are used to approximate regression function in
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