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Ols slope - PowerPoint PPT Presentation

Properties of Least Squares Regression Coefficients

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Working Independence versus modeling correlation Longitudinal Example

Working Independence versus modeling correlation Longitudinal Example. Generate data in clusters (i.e., a person) 5 observations per cluster Response is a linear function of time Y it = ? 0 + ? 1 t + e it The residuals are first-order autoregressive, AR(1)

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Ols slope - PowerPoint PPT Presentation

Properties of Least Squares Regression Coefficients

Working Independence versus modeling correlation Longitudinal Example