Nonparametric measures of intraclass correlation |
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Authors: | S Shirahata |
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Institution: | Osaka University , Toyonaka, Osaka, Japan |
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Abstract: | Three nonparametric measures of intraclass correlation based on the notion of concordance are considered. Their unbiased estimators and nonparametric tests based on the estimators are studied and it is shown that an analogue of the Kendall's tau provides small variance estimator and relatively powerful test. Furthermore, the approximate variance of the estimator is given when the correlation is small in the normal model. |
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Keywords: | concordance rank statistic test unbiased estimator asymptotic efficiency approximate variance |
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