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Two-sample intraclass correlation coefficient tests for matrix-valued data
Linnaeus University, School of Business and Economics, Department of Economics and Statistics (NS).
Shanghai University of International Business and Economics, China.
Linnaeus University, School of Business and Economics, Department of Economics and Statistics (NS).ORCID iD: 0000-0002-0789-5826
2024 (English)Report (Other academic)
Abstract [en]

Under a model having a Kronecker product covariance structure with compound symmetry or circular symmetry, two-sample hypothesis testing for the equality of two correlation parameters is considered. Different tests are proposed by using the ratio of independent F distributions. Several tests are compared with the proposed ones and practical recommendations are made based on their type I error probabilities and powers. Finally, all mentioned tests are applied to a real data example.

Place, publisher, year, edition, pages
Department of Economics and Statistics, Linnaeus University , 2024. , p. 12
Series
Working papers in economics and statistics ; 2024:6
Keywords [en]
Kronecker covariance structure, Higher order asymptotics, Ratio of F distributions
National Category
Probability Theory and Statistics
Research subject
Economy, Economics
Identifiers
URN: urn:nbn:se:lnu:diva-128545DOI: 10.15626/ns.wp.2024.06ISBN: 9789180821490 (electronic)OAI: oai:DiVA.org:lnu-128545DiVA, id: diva2:1848529
Available from: 2024-04-03 Created: 2024-04-03 Last updated: 2024-04-03Bibliographically approved

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Liang, YuliDai, Deliang

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CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf