Compound-symmetry covariance ($\Sigma =aI+cJ$)

A compound-symmetry covariance matrix has a common diagonal entry and a common off-diagonal entry: $\Sigma =aI+cJ$. For a group of size $k$, its within-group eigenvalue is $a$ and its constant-direction eigenvalue is $a+kc$. Thus $a\ge 0$ and $a+kc\ge 0$ characterize positive semidefiniteness. When $c\ge 0$, an independent shared random intercept plus individual noise realizes this covariance. A group mean has variance $c+a/k$; a difference of two disjoint subgroup means within the same group cancels $c$.