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Biometrika 1985 72(2):375-389; doi:10.1093/biomet/72.2.375
© 1985 by Biometrika Trust
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Optimal repeated measurements designs for correlated observations and analysis by weighted least squares

JOACHIM KUNERT

Fachbereich I V-Angewandte Math/Statistik, Universität Trier Postfach 3825, 5500 Trier, Federal Republic of Germany

We consider a model for repeated measurements designs where the measurements on the same unit are assumed to be correlated with known correlation coefficient. It is shown that Latin squares with an additional balancing property are E-optimal for the weighted least squares estimate.

Key Words: Correlated observations • E-optimality • Latin square • Repeated measurements design • Weighted least squares • Williams design


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