### Abstract

The maximum likelihood estimate and the restricted or residual maximum likelihood estimate are considered for a common intraclass correlation coefficient among several bivariate normal distributions when some observations on either of the variables are missing. The estimates are given as the solutions of polynomial equations. Asymptotic variances of both estimates are obtained from the corresponding information matrices. The variance stabilizing transformation, which can be used to perform hypothesis tests and construct a confidence interval for ρ, is derived. Copyright

Original language | English |
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Pages (from-to) | 3-14 |

Number of pages | 12 |

Journal | American Journal of Mathematical and Management Sciences |

Volume | 17 |

Issue number | 1-2 |

Publication status | Published - 1997 |

Externally published | Yes |

### Fingerprint

### Keywords

- Asymptotic variance
- Fisher information matrix
- MLE
- REMLE
- Variance stabilizing transformation

### ASJC Scopus subject areas

- Industrial and Manufacturing Engineering
- Applied Mathematics

### Cite this

**Estimation for a common intraclass correlation in bivariate normal distributions with missing observations.** / Minami, Mihoko; Shimizu, Kunio.

Research output: Contribution to journal › Article

*American Journal of Mathematical and Management Sciences*, vol. 17, no. 1-2, pp. 3-14.

}

TY - JOUR

T1 - Estimation for a common intraclass correlation in bivariate normal distributions with missing observations

AU - Minami, Mihoko

AU - Shimizu, Kunio

PY - 1997

Y1 - 1997

N2 - The maximum likelihood estimate and the restricted or residual maximum likelihood estimate are considered for a common intraclass correlation coefficient among several bivariate normal distributions when some observations on either of the variables are missing. The estimates are given as the solutions of polynomial equations. Asymptotic variances of both estimates are obtained from the corresponding information matrices. The variance stabilizing transformation, which can be used to perform hypothesis tests and construct a confidence interval for ρ, is derived. Copyright

AB - The maximum likelihood estimate and the restricted or residual maximum likelihood estimate are considered for a common intraclass correlation coefficient among several bivariate normal distributions when some observations on either of the variables are missing. The estimates are given as the solutions of polynomial equations. Asymptotic variances of both estimates are obtained from the corresponding information matrices. The variance stabilizing transformation, which can be used to perform hypothesis tests and construct a confidence interval for ρ, is derived. Copyright

KW - Asymptotic variance

KW - Fisher information matrix

KW - MLE

KW - REMLE

KW - Variance stabilizing transformation

UR - http://www.scopus.com/inward/record.url?scp=0030702692&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=0030702692&partnerID=8YFLogxK

M3 - Article

AN - SCOPUS:0030702692

VL - 17

SP - 3

EP - 14

JO - American Journal of Mathematical and Management Sciences

JF - American Journal of Mathematical and Management Sciences

SN - 0196-6324

IS - 1-2

ER -