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Nonparametric measures of intraclass correlation

Communication in Statistics- Theory and MethodsPublished 1 January 1982
Shingo Shirahata
Citations8
SJR quartileQ3
SJR score0.46
SNIP1.02

Abstract

Abstract Three nonparametric measures of intraclass correlation based on the notion of concordance are considered. Their unbiased estimators and nonparametric tests based on the estimators are studied and it is shown that an analogue of the Kendall's tau provides small variance estimator and relatively powerful test. Furthermore, the approximate variance of the estimator is given when the correlation is small in the normal model. Keywords: concordancerank statistictestunbiased estimatorasymptotic efficiencyapproximate variance

Keywords

MathematicsEconomics, Econometrics and Finance