Scandinavian Working Papers in Economics
Working Papers in Economics and Statistics,
Linnaeus University, School of Business and Economics, Department of Economics and Statistics
No 6/2024: Two-sample intraclass correlation coefficient tests for matrix-valued data
Yuli Liang (), Chengcheng Hao () and Deliang Dai ()
Additional contact information
Yuli Liang: Department of Economics and Statistics, Postal: Department of Economics and Statistics, School of Business and Economics, Linnaeus University, 351 95 Växjö, Sweden
Chengcheng Hao: Departmet of Data Science, School of Statistics and Information, Shanghai University of International Business and Economics, China
Deliang Dai: Department of Economics and Statistics, Postal: Department of Economics and Statistics, School of Business and Economics, Linnaeus University, 351 95 Växjö, Sweden
Abstract: 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.
Keywords: Kronecker covariance structure; Higher order asymptotics; Ratio of F distributions
JEL-codes: C12
Language: English
16 pages, March 25, 2024
Full text files
24-06_Two-sample-int...oefficient-tests.pdfFull text
- Linnaeus University, School of Business and Economics, Department of Economics and Statistics
- Home page for this series
Questions (including download problems) about the papers in this series should be directed to Thomas Giebe ()
Report other problems with accessing this service to Sune Karlsson ().
RePEc:hhs:vxesta:2024_006This page generated on 2024-09-13 22:17:41.