Which Covariance Structure Should We Choose?

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If you have any random effects or repeated measures in your multilevel model then you have to decide upon the covariance structure of your data. If you have random effects and repeated measures then you can specify different covariance structures for each. The covariance structure simply specifies the form of the variance–covariance matrix (a matrix in which the diagonal elements are variances and the off-diagonal elements are covariances). There are various forms that this matrix could take and we have to tell SAS what form we think it does take.

SAS has 23 different covariance structures that we can use,Which Covariance Structure Should We Choose?

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关键词：covariance Structure variance Should choose different structure elements measures repeated

• For random intercepts models the default of variance components is fine;
• When slopes are random an unstructured covariance structure is often assumed;
• When data are measured over time an autoregressive structure (AR1) is often assumed.