Maximum likeihood estimation of an intraclass correlation in a bivariate normal distribution with missing observations
Maximum likeihood estimation of an intraclass correlation in a bivariate normal distribution with missing observations
复制标题
具有缺失观测值的二元正态分布中类内相关性的最大似然估计
DOI：
10.1080/03610929408831342
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发表时间：
1994
影响因子：
0.8
通讯作者：
K. Shimizu
中科院分区：
文献类型：
--
作者：
S. Konishi;K. Shimizu
当对任何一个变量的某些观察结果丢失时，都考虑了类外的相关系数的最大类似估计值。估计值是七度多项式方程的灵魂。基于渐近方差稳定所得估计量的稳定转化，近似置信区间和用于类内相关的测试程序被限制。在违反正态性假设的情况下，分布结果也被认为。进行了一项蒙特卡洛研究，以检查最大似然估计器的有限样本特性，并评估了假设测试和间隔估计的提议程序。
The maximum likeihood estimate is considered for an intraclass correlation coefficent in a bivariate normal distribution when some observations on either of the varibles are missuing. The estimate is given as the soulution of a polynomial equation of degree seven. An approximate confidence interval and a test procedure for the intraclass correlation are constricted based on an asymptotic variance stabilizing transformation of the resulting estimator. The distributional results are also considered under violation of the normality assumption. A Monte Carlo study was performed to examine the finite sample properties of the maximum likelihood estimator and to evaluate the proposed procedures for hypotheses testing and interval estimation.
影响因子：
1.9
作者：
ROSNER, B
通讯作者：
ROSNER, B