Assume a joint 2p-variate normal distribution for the p-component vectors and y with unknown mean and unknown variance-covariance matrices Zz. and Zuyy respectively, with Cov (5, y) =Zzu. No assumptions are made about the nature of Zzu. The likelihood ratio method is investigated to test the hypoth
โฆ LIBER โฆ
Testing and estimation of equal variances for correlated variables
โ Scribed by Alexander Shapiro; Ayala Cohen
- Publisher
- Elsevier Science
- Year
- 1990
- Tongue
- English
- Weight
- 333 KB
- Volume
- 10
- Category
- Article
- ISSN
- 0167-7152
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With measurements taken on subjects over time, on matched pairs of subjects or on clusters of subjects, the data often contain pairs of correlated dichotomous responses. McNemar's test is perhaps the best known test to compare two correlated binomial proportions. The salient feature of McNemar's tes