PG851: GLM--ANOVA

This blog is for the use of students enrolled in either section of PG851. It is intended to be a forum for asking, discussing, clarifying, and helping.

Monday, January 26, 2009

Assumptions: Independence of Observations vs Independence of Errors

Chapter 3 in T & F refers to "Independence of Errors" in its summary of analysis assumptions rather than independence of observations. Are these the same thing or different? And if they're different, is the assumption of "independence of errors" relevant to ANOVA or something else? I thought that independence of observations referred more to collinearity/orthogonality, which T & F discuss in a separate section, so just looking for clarification. Thanks!

2 Comments:

  • At 8:27 AM, Blogger Mari said…

    Short answer: yes, they are the same.

    Longer answer: independence of errors is ensured by independence of observations, and the latter is under your control as the researcher.

    Neither of these is collinearity or orthogonality, which refer to the independence of your predictor variables.

     
  • At 11:23 PM, Blogger Amy said…

    Got it. Thanks!

     

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