๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Testing the equality of covariance matrices under intraclass correlation models

โœ Scribed by Chien-Pai Han

Publisher
Springer Japan
Year
1975
Tongue
English
Weight
329 KB
Volume
27
Category
Article
ISSN
0020-3157

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

Testing for the equality of several corr
Testing for the equality of several correlation matrices
โœ James R. Schott ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 32 KB

The final equation given in the proof of Theorem 2 is incorrect. The asymptotic distribution of the statistic in Theorem 2 is not affected by this error when the common correlation matrix is the identity matrix. For this reason, the simulation results did not reveal the presence of an error. The cor

Testing the Equality of the Intra-Subjec
Testing the Equality of the Intra-Subject Treatment Covariance Matrices in a Crossover Study
โœ Guoyong Jiang; Sanat K. Sarkar ๐Ÿ“‚ Article ๐Ÿ“… 2001 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 148 KB ๐Ÿ‘ 1 views

In a 2 ร‚ 2 crossover bioavailability study, the sets of estimates of the pharmacokinetic parameters quite often have a symmetric covariance structure between the two treatments. For testing the equality of the intra-subject covariance matrices for the two treatments in such studies, we suggest in th

Testing for the Equality of the Variance
Testing for the Equality of the Variance-Covariance Matrices of Two Jointly Normal Vector Variables
โœ Patricia L. Smith; Anant M. Kshiesagar ๐Ÿ“‚ Article ๐Ÿ“… 1985 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 418 KB ๐Ÿ‘ 2 views

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