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,
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,
Amy said…
Got it. Thanks!
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