Analysis of multivariate repeated measures data using a MANOVA model and principal components

Abstract

In this paper we consider a set of T repeated measurements on p characteristics on each of n individuals. The n individuals themselves may be divided and randomly assigned to K groups. These data are analyzed using a mixed effect MANOVA model, assuming that the data on an individual have a covariance matrix which is a Kronecker product of two positive definite matrices. Results are illustrated on a data set obtained from experiments with varieties of winter rye.