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.
| Original language | English |
|---|---|
| Pages (from-to) | 3-14 |
| Number of pages | 12 |
| Journal | American Journal of Mathematical and Management Sciences |
| Volume | 17 |
| Issue number | 1-2 |
| DOIs | |
| Publication status | Published - 1997 Jan 1 |
| Externally published | Yes |
Keywords
- Asymptotic variance
- Fisher information matrix
- MLE
- REMLE
- Variance stabilizing transformation
ASJC Scopus subject areas
- Business, Management and Accounting(all)
- Applied Mathematics