title: Derived variables for longitudinal studies.
abstract: Suppose that for each individual a vector of features is measured at a number of time points. We look for a transformation of the features, the same at all time points, that will induce a simple dependency structure. In the simplest situation this requires that a certain asymmetric matrix has real nonzero eigenvalues. Extensions are considered.
authors.affiliation: Nuffield College, Oxford OX1 1NF, United Kingdom.
authors.forename: D R
authors.initials: DR
authors.lastname: Cox
authors.forename: N
authors.initials: N
authors.lastname: Wermuth