Two-sample intraclass correlation coefficient tests for matrix-valued data

Yuli Liang, Chengcheng Hao () and Deliang Dai
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Chengcheng Hao: Departmet of Data Science, School of Statistics and Information, Shanghai University of International Business and Economics, China

No 6/2024, Working Papers in Economics and Statistics from Linnaeus University, School of Business and Economics, Department of Economics and Statistics

Abstract: Under a model having a Kronecker product covariance structure with compound symmetry or circular symmetry, two-sample hypothesis testing for the equality of two correlation parameters is considered. Different tests are proposed by using the ratio of independent F distributions. Several tests are compared with the proposed ones and practical recommendations are made based on their type I error probabilities and powers. Finally, all mentioned tests are applied to a real data example.

Keywords: Kronecker covariance structure; Higher order asymptotics; Ratio of F distributions (search for similar items in EconPapers)
JEL-codes: C12 (search for similar items in EconPapers)
Pages: 16 pages
Date: 2024-03-25
New Economics Papers: this item is included in nep-ecm
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