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The R-side variance is modeled by eijk ~ iid N(0, σ 2).
where J is a matrix consisting of 1s and I is an identity matrix.
Here tj is the time of observation j. In this structure, observations taken at any given time have the same variance, . The parameter ρ, where -1 < ρ < 1, is the correlation between two observations that are one unit of time apart. As the time difference between observations increases, their covariance decreases because ρ is raised to a higher power. In many applications, AR(1) provides an adequate model of the within subject correlation, providing more power without sacrificing Type I error control.
The correlation between pairs of observations at non-adjacent time points j and j’ is the product of all the adjacent correlations in between. This is written as follows:

Help created on 3/19/2020