Independence of the observations is a key assumption of many standard statistical methods, such as analysis of variance (ANOVA) and ordinary regression, and some of its extensions. Common examples of data structures that do not fit into such a framework arise in longitudinal analysis, in which observations are made on subjects at subject-specific sequences of time points, and in studies that involve subjects (units) ocurring naturally in clusters, such as individuals within families, schoolchildren within classrooms, employees within companies, and the like.

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Random Coefficient Models

  • Nicholas T. Longford

摘要

Independence of the observations is a key assumption of many standard statistical methods, such as analysis of variance (ANOVA) and ordinary regression, and some of its extensions. Common examples of data structures that do not fit into such a framework arise in longitudinal analysis, in which observations are made on subjects at subject-specific sequences of time points, and in studies that involve subjects (units) ocurring naturally in clusters, such as individuals within families, schoolchildren within classrooms, employees within companies, and the like.