A general procedure for the estimation of interdependence.

Dependencies among observations are of interest to psychologists for both methodological and substantive reasons. A general procedure is developed that can be used to estimated dependencies among observations, given a set of a priori expectations about the structure of those dependencies. The utility of this general procedure is illustrated for specific cases: the estimation of serial dependency in time-series data, of dyadic and group interdependence in social psychology, and of reliability. The utility of the approach derives from its generality and from its ability to handle randomly missing data.