Antonio Ramos writes: The book with Hill has very little on longitudinal models. So do you recommended any reference to complement your book on covariance structures typical from these models, such as AR(1), Antedependence, Factor Analytic, etc? I am very much interest in BUGS code for these basic models as well as how to extend [...]
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Since we’ve been discussing prior distributions on covariance matrices, I will recommend this recent article (coauthored with Tomoki Tokuda, Ben Goodrich, Iven Van Mechelen, and Francis Tuerlinckx) on their visualization: We present... Read Post
I’m thinking about how to measure the convergence of a sample covariance matrix to the covariance matrix. To be specific, let, then we have by the law of large numbers. Both the sample covariance matrix and the covariance matrices a... Read Post
Jeremy Miles writes: Are you familiar with Miller and Chapman’s (2001) article: Misunderstanding Analysis of Covariance saying that ANCOVA (and therefore, I suppose regression) should not be used when groups differ on a covariate. I... Read Post