Wt. Huang et Bk. Sinha, ON OPTIMUM INVARIANT TESTS OF EQUALITY OF INTRACLASS CORRELATION-COEFFICIENTS, Annals of the Institute of Statistical Mathematics, 45(3), 1993, pp. 579-597
Citations number
19
Categorie Soggetti
Statistic & Probability",Mathematics,"Statistic & Probability
In this paper we address the problem of testing the equality of k intr
aclass correlation coefficients based on samples from independent p-va
riate normal populations, and explore various aspects of optimality th
rough invariance. A UMPIU test is derived for k = 2. and LMMPIU test o
f SenGupta and Vermeire (1986) is indicated for k > 2. Several approxi
mately optimum invariant tests are also proposed. The tests are compar
ed with the approximate LR tests and Fisher's Z-tests derived in Konis
hi and Gupta (1987, 1989). As expected, the performance of the propose
d tests turns out to be quite satisfactory and superior to the LR test
s and Z-tests.