Let's say I have $K$ groups for which I want to do ANOVA and the residuals perhaps are correlated serially but in particular the residuals of two different groups are correlated. This should not be a problem for estimating the ANOVA model but could be a big problem for inference. How should this be handled?


Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.