AN ALTERNATIVE MATRIX TRANSFORMATION TO THE F TEST STATISTIC FOR CLUSTERED DATA

Intarapak Sukanya () and Supapakorn Thidaporn ()
Additional contact information
Intarapak Sukanya: Department of Mathematics, Faculty of Science, Srinakharinwirot University, Bangkok, Thailand .
Supapakorn Thidaporn: Department of Statistics, Faculty of Science, Kasetsart University, Bangkok, Thailand .

Statistics in Transition New Series, 2019, vol. 20, issue 1, 153-169

Abstract: For the regression analysis of clustered data, the error of cluster data violates the independence assumption. Consequently, the test statistic based on the ordinary least square method leads to incorrect inferences. To overcome this issue, the transformation is required to apply to the observations. In this paper we propose an alternative matrix transformation that adjusts the intra-cluster correlation with Householder matrix and apply it to the F test statistic based on generalized least squares procedures for the regression coefficients hypothesis. By Monte Carlo simulations of the balanced and unbalanced data, it is found that the F test statistic based on generalized least squares procedures with Adjusted Householder transformation performs well in terms of the type I error rate and power of the test.

Keywords: adjusted Householder; clustered data; F test statistic; generalized least squares; intra-cluster correlation. (search for similar items in EconPapers)
Date: 2019
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://doi.org/10.21307/stattrans-2019-009 (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:vrs:stintr:v:20:y:2019:i:1:p:153-169:n:6

DOI: 10.21307/stattrans-2019-009

Access Statistics for this article

Statistics in Transition New Series is currently edited by Włodzimierz Okrasa

More articles in Statistics in Transition New Series from Statistics Poland
Bibliographic data for series maintained by Peter Golla ().