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Original Articles

Another approach to inverting a covariance matrix when data are unbalanced

Pages 583-588 | Received 01 Jun 1981, Published online: 27 Jun 2007

References

  • Balestra , P. 1978 . “ Determinant and inverse of a sum of matrices with applications in economics and statistics ” . In Institut de Mathé Economiques , Université .
  • Henderson , H.V. and Searle , S.R. 1981 . On deriving the inverse of a sum of matrices . SIAM Review , 23 : 53 – 60 .
  • Searle , S.R. and Henderson , H.V. 1979 . Dispersion matrices for variance components models . Journal of the American Statistical Association , 74 : 465 – 470 .
  • Searle , S.R. and Rudan , J.W. 1973 . Wanted: an inverse matrix . Communications in Statistics , 2 : 155 – 166 .
  • Urquhart , N.S. 1962 . “ The repeated design and further considerations of the general two-way design ” . In M.S. Thesis , Fort Collins, Colorado : Colorado State University .
  • Wallace , T.D. and Hussain , A. 1969 . The use of error component models in combining cross section with time series data . Econometrica , 37 : 55 – 72 .

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