Advances and Applications in Statistics
Volume 3, Issue 3, Pages 285 - 292
(December 2003)
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TESTING MULTISAMPLE COMPOUND SYMMETRY
Daya K. Nagar (Colombia) and Maria Eugenia Castaneda (Colombia)
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Abstract: This
paper is concerned with testing multisample
compound symmetry of k
multivariate Gaussian models. The likelihood
ratio test statistic and its null moments for
testing multisample compound symmetry have
been derived. The asymptotic null distribution
of the test statistic has been obtained using
Box’s method. This test can be viewed as an
extension of Wilks’ test for testing
intraclass correlation structure of a
covariance matrix. |
Keywords and phrases: compound symmetry, distribution, likelihood ratio test, intraclass correlation, null moments, Box’s approximation. |
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