We present a LISREL model for the estimation of the repeated measures analysis of variance (ANOVA) with a patterned covariance matrix. We demonstrate this model for a 5 x 2 (Time x Group) ANOVA in which the data are assumed to be serially correlated. The residuals are assumed to have been generated according to an AR(1) process. An appropriate covariance structure is selected, tested, and compared with alternative patterns. Similarities between the LISREL model and SAS PROC MIXED are discussed.
All Science Journal Classification (ASJC) codes
- Decision Sciences(all)
- Modeling and Simulation
- Sociology and Political Science
- Economics, Econometrics and Finance(all)