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Bayes Estimation of Intraclass Correlation Coefficients Under Unequal Family Sizes |
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| Authors: | Naveen K. Bansal Madhusudan Bhandary Koji Fujiwara |
| Affiliation: | 1. Department of Mathematics, Statistics &2. Computer Science , Marquette University , Milwaukee , Wisconsin , USA;3. Department of Mathematics , Columbus State University , Columbus , Georgia , USA;4. Department of Statistics , North Dakota State University , Fargo , North Dakota , USA |
| Abstract: | Bayesian inference for the intraclass correlation ρ is considered under unequal family sizes. We obtain the posterior distribution of ρ and then compare the performance of the Bayes estimator (posterior mean of ρ) with that of Srivastava's (1984) estimator through simulation. Simulation study shows that the Bayes estimator performs better than the Srivastava's estimator in terms of lower mean square error. We also obtain large sample posteriors of ρ based on the asymptotic posterior distribution and based on the Laplace approximation. |
| Keywords: | Bayes estimator Posterior distribution Asymptotic posterior Square error loss function Laplace approximation |