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Estimation of Several Intraclass Correlation Coefficients
Stockholm University, Faculty of Social Sciences, Department of Statistics.
Number of Authors: 4
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
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
Probability Theory and Statistics
URN: urn:nbn:se:su:diva-119018DOI: 10.1080/03610918.2013.861485ISI: 000356808000009OAI: diva2:843277
Available from: 2015-07-28 Created: 2015-07-24 Last updated: 2015-07-28Bibliographically approved

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von Rosen, Tatjana
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