Notes on the Covariance Matrix of a Random, Nested Anova Model

Lynn Roy LaMotte

doi:10.1214/aoms/1177692648

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April, 1972 Notes on the Covariance Matrix of a Random, Nested Anova Model

Lynn Roy LaMotte

Ann. Math. Statist. 43(2): 659-662 (April, 1972). DOI: 10.1214/aoms/1177692648

Abstract

A convenient representation of the covariance matrix for a general $k$-level random, nested AOV model is obtained, as well as an expression for its inverse and determinant.

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Lynn Roy LaMotte. "Notes on the Covariance Matrix of a Random, Nested Anova Model." Ann. Math. Statist. 43 (2) 659 - 662, April, 1972. https://doi.org/10.1214/aoms/1177692648