Far East Journal of Theoretical Statistics
Volume 3, Issue 1, Pages 125 - 138
(July 1999)
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A MODIFIED LIKELIHOOD RATIO CRITERION FOR TESTING EQUALITY OF
INTRACLASS COVARIANCE MATRICES
Hea-Jung Kim (Korea)
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Abstract: We propose a criterion for testing homogeneity of intraclass
covariance matrices of K multivariate normal population. It is based on a
variable transformation, intended to propose and develop a likelihood ration
criterion that makes use of properties of eigen structures of the intraclass
covariance matrices. The criterion then leads to a simple test as well as to an
accurate asymptotic distribution of the test statistics via general result of
Box [2]. As a by product, a test for equality of diagonal elements in the K
intraclass covariance matrices is also obtained. |
Keywords and phrases: Intraclass covariance matrix, homogeneity test criterion,
modified likelihood ratio, Box’s approximation. |
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