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Estimation of Several Intraclass Correlation Coefficients
Brock University, Canada.
University of Windsor, Canada.
Linköping University, Department of Mathematics, Mathematical Statistics . Linköping University, Faculty of Science & Engineering. Swedish University of Agriculture Science, Sweden.
Stockholm University, Sweden.
2015 (English)In: Communications in statistics. Simulation and computation, ISSN 0361-0918, E-ISSN 1532-4141, Vol. 44, no 9, 2315-2328 p.Article in journal (Refereed) Published
Abstract [en]

An intraclass correlation coefficient observed in several populations is estimated. The basis is a variance-stabilizing transformation. It is shown that the intraclass correlation coefficient from any elliptical distribution should be transformed in the same way. Four estimators are compared. An estimator where the components in a vector consisting of the transformed intraclass correlation coefficients are estimated separately, an estimator based on a weighted average of these components, a pretest estimator where the equality of the components is tested and then the outcome of the test is used in the estimation procedure, and a James-Stein estimator which shrinks toward the mean.

Place, publisher, year, edition, pages
Taylor andamp; Francis: STM, Behavioural Science and Public Health Titles , 2015. Vol. 44, no 9, 2315-2328 p.
Keyword [en]
Averaged based estimator; James-Stein estimator; Intraclass correlation coefficient; Pretest estimator; Variance stabilizing transformation
National Category
Mathematics
Identifiers
URN: urn:nbn:se:liu:diva-120244DOI: 10.1080/03610918.2013.861485ISI: 000356808000009OAI: oai:DiVA.org:liu-120244DiVA: diva2:842616
Note

Funding Agencies|Natural Sciences and Engineering Research Council of Canada; Swedish Research Council [2010-18915-75688-45]; Estonian Science Foundation [ETF8294]

Available from: 2015-07-21 Created: 2015-07-20 Last updated: 2015-07-21

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von Rosen, Dietrich
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Mathematical Statistics Faculty of Science & Engineering
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