On marginal likelihood inference for the intra-class correlation coefficient |
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Authors: | M Safiul Haq V Ming Ng |
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Institution: | 1. The University of Western Ontario , London, Ontario, Canada;2. University of Sciences of Malaysia , Minden, Penang, Malaysia |
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Abstract: | A p-component set of responses have been constructed by a location-scale transformation to a p-component set of error variables, the covariance matrix of the set of error variables being of intra-class covariance structure:all variances being unity, and covariance being equal IML0001]. A sample of size n has been described as a conditional structural model, conditional on the value of the intra-class correlation coefficient ρ. The conditional technique of structural inference provides the marginal likelihood function of ρ based on the standardized residuals. For the normal case, the marginal likelihood function of ρ is seen to be dependent on the standardized residuals through the sample intra-class correlation coefficient. By the likelihood modulation technique, the nonnull distribution of the sample intra-class correlation coefficient has also been obtained. |
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Keywords: | conditional structural model intra-class correlation coefficient marginal likelihood function likelihood modulation monotone likelihood ratio uniformly most powerfu1test |
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