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Re: st: covariance structure name?


From   "Raphael Fraser" <[email protected]>
To   [email protected]
Subject   Re: st: covariance structure name?
Date   Fri, 18 Aug 2006 21:27:59 -0500

Please note that this is a stats question and not a Stata question;
which is the purpose of the list. If you have a stats question try
MedStats.

It would seem you have a autoregressive structure. The autoregressive
correlation model formalizes the idea that the magnitude of
correlation among observations "decays" or "drop off" as they become
farther apart.

Raphael



On 8/18/06, David Airey <[email protected]> wrote:
What kind of covariance structure is the following, that is, does it
have name? Obviously, the correlations drop off for time points more
separated (b1_b2 vs b1_b6), but also, the correlation changes over
time (b1_b2 vs b5_b6). These correlations are of a behavioral measure
every minute for 6 minutes in a couple hundred mice.

              |       b1       b2       b3       b4       b5       b6
-------------+------------------------------------------------------
           b1 |   1.0000
           b2 |   0.8297   1.0000
           b3 |   0.7096   0.7708   1.0000
           b4 |   0.5865   0.5950   0.7378   1.0000
           b5 |   0.5103   0.5177   0.6201   0.7111   1.0000
           b6 |   0.4095   0.4479   0.5271   0.5489   0.6815   1.0000

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