APPLIED MULTIVARIATE STATISTICS: WITH SAS® SOFTWARE

6.8. Multivariate Repeated Measures Data

When the data are collected on a set of q variables and on each of these variables at p different occasions, we have a set of multivariate repeated measures data. Analysis of such data is further complicated by the existence of correlation among the measurements on different variables in addition to the correlation among measurements taken at different occasions. Several approaches to analyze these data exist in the literature. We will briefly describe one of these here.

Let y_ijul, l=1,...,q; j = 1,...,p; u=1,...,n_i; i = 1,...,k, be the observation on the l^th variable for the u^th individual in the i^th treatment group at the j^th occasion and let y_iu=(y_i1u1,...,y_ipu1,y_i1u2,...,y_ipuq)′. Then y_iu is pq by ...