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Remarks on between estimator in the intraclass correlation model with missing data

✍ Scribed by Mi-Xia Wu; Kai-Fun Yu

Book ID
108185557
Publisher
Elsevier Science
Year
2008
Tongue
English
Weight
403 KB
Volume
99
Category
Article
ISSN
0047-259X

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The maximum likelihood estimator (MLE) of the correlation coefficient and its asymptotic properties are well-known for bivariate normal data when no observations are missing. The situation in which one of the two variates is not observed in some of the data is examined herein. The MLE of the correla