# Tag Info

### Is it possible to have a multivariate random distribution with all its random variables (pair-wise) reverse correlated?

If $X \mathrel{:=} \left(X_1, \ldots, X_k\right)^\top \sim \mathop{\mathrm{Multinomial}}\left(n, \left(p_1, \ldots, p_k\right)^\top\right)$ with $n \in \mathbb N_{\geq 1}, k \in \mathbb N_{\geq 2},$ ...
• 6,195
Accepted

### Beyond AR(1) as a covariance structure for mixed models with repeated measures

When we encounter models with repeated measures in time, we naturally want to account for the correlations within subjects and also the possibility of heterogeneous variances across time points. When ...
• 62.5k
Accepted

### Is it possible to have a multivariate random distribution with all its random variables (pair-wise) reverse correlated?

Mathematically, as I commented, you can use the equi-correlation matrix \begin{align*} \Sigma = \begin{bmatrix} 1 & \rho & \cdots & \rho \\ \rho & 1 & \cdots & \rho \\ \vdots ...
• 20.4k
Accepted

### Calculating Matérn covariance in R returns matrices that are not positive definite

Your problem is not in the Matérn part. It is already in the "distance" part, i.e. with your matrix $d$. In your code, $d$ is just a (slightly fudged) symmetric random matrix with zeros on ...
• 2,708

### Origin of the term "spherical" in relation to covariance matrices?

This form of covariance matrix is actually more "elliptical" than "spherical" I have not heard of this form of matrix being called a "spherical" covariance matrix, and ...
• 127k
Accepted

### Measuring level of uncorrelation from correlation matrix?

It turns out that if you take the inverse of the correlation matrix, then take the reciprocal of the diagonal elements of the inverse, the result is one minus the $R^2$ values from the regression ...
• 52.2k

### Measuring level of uncorrelation from correlation matrix?

Perhaps the tolerance statistic is something that could be helpful for you. It is defined as 1 - R^2 for a given variable, where R^2 is calculated based on a linear regression of that variable on all ...
• 3,656
Accepted

### exclude random effects component for a repeated measure

If you want to capture the subject correlation in a multilevel model, I think you have to include it as a random effect, and this doesn't really depend on wanting to predict individual scores over ...
• 124k