Abstract:
A nested repeated measures model occurs in analysis of variance when a particular individual has the same number of subindividuals and each subindividual receives every pair of treatment levels. Let
Yi = (
Yilll,...,
Yimrc)’ be the vector of observations on the
ith individual. It is assumed that the
Yi are independently normally distributed with mean
μi and common covariance ∑>0. The simplifying assumptions that all measurements have the same variance
σ2, every pair of measurements that comes from different subindividuals but the same individual has covariance
σ2ρ1; and every pair of measurements that comes from the same individual and same subindividual with (i) different columns and different rows treatments, (ii) the same column but different rows treatments, (iii) different columns but the same row treatments have
σ2ρ2,
σ2ρ3,
σ2ρ4 as their respective covariances is made. We assume that the design is given and use a coordinate-free approach to derive a complete sufficient statistic, minimum variance unbiased estimators (MVUE) and maximum likelihood estimators (MLE) for the nested repeated measures model.