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

Mihoko Minami, Kunio Shimizu

研究成果: Article査読

4 被引用数 (Scopus)

抄録

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.

本文言語English
ページ(範囲)3-14
ページ数12
ジャーナルAmerican Journal of Mathematical and Management Sciences
17
1-2
DOI
出版ステータスPublished - 1997 1 1
外部発表はい

ASJC Scopus subject areas

  • Business, Management and Accounting(all)
  • Applied Mathematics

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