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Tests Concerning Equicorrelation Matrices with Grouped Normal Data
Abstract:ABSTRACT

This article considers three practical hypotheses involving the equicorrelation matrix for grouped normal data. We obtain statistics and computing formulae for common test procedures such as the score test and the likelihood ratio test. In addition, statistics and computing formulae are obtained for various small sample procedures as proposed in Skovgaard (2001 Skovgaard , I. M. . ( 2001 ). Likelihood asymptotics . Scand. J. Statist. . 28 : 332 . [CROSSREF] [Crossref], [Web of Science ®] [Google Scholar]). The properties of the tests for each of the three hypotheses are compared using Monte Carlo simulations.
Keywords:Intraclass correlation  Likelihood ratio test  Maximum likelihood estimation  Score test  Small-sample inference
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