Brian Cullis
Brian Cullis
Brian Cullis
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Separability<br />
Direct products in G-structures<br />
Simple illustration (continued):<br />
• If u = vec ( U 20×2) = [u ′ 1 ,u′ 2 ]′ then a reasonable and<br />
commonly used variance model is<br />
• Collectively we have<br />
var(u 1 ) = g 11 I 20<br />
var(u 2 ) = g 22 I 20<br />
cov(u 1 , u 2 ) = g 12 I 20<br />
say where G 2×2<br />
e<br />
matrix.<br />
var(u) = G e ⊗I 20<br />
= {g ij } is a symmetric positive definite<br />
VSN Applied Statistics Conference 2011<br />
Modelling variance structures of multi-term effects
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