- Aug 2023
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Under compound symmetry there is a limit to the information added by additional observations per subject, whereas for AR(1) there is no limit.
This makes sense because under compound symetry, every measurement within a cluster is correlated in the same way with all other measurements. Therefore, adding another observation within cluster provides less information as the number of within cluster samples approaches infinity.
However, when we have an auto regressive correlation structur, the further apart the time point, the less correlation there is between samples which means the sample tends toward zero.
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This induces a certain correlation structure within subject: the compound symmetric correlation structure.
The random intercept model induces a symetric correlation structure that leads to the idea that the measurements within subject are exchange able.
A random intercept model assumes that the correlation between any two measurements on the same subject is unrelated to the time gap between the two measurements.
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