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
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