ON OPTIMUM INVARIANT TESTS OF EQUALITY OF INTRACLASS CORRELATION-COEFFICIENTS

Authors
Citation
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
ISSN journal
00203157
Volume
45
Issue
3
Year of publication
1993
Pages
579 - 597
Database
ISI
SICI code
0020-3157(1993)45:3<579:OOITOE>2.0.ZU;2-X
Abstract
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.