On Testing For Equicorrelation in Random Coefficient Models
Author(s)
Bhatti, Ishaq
Barry, A.
Griffith University Author(s)
Year published
1995
Metadata
Show full item recordAbstract
Recently BHATTI (1993) considered an efficient estimation of random coefficient model based on survey data. The main objective of this paper is to construct one sided test for testing equicorrelation coefficient in presence of random coefficients using optimal testing procedure. The test statistic is a ratio of quadratic forms in normal variables which is most powerful and point optimal invariant.Recently BHATTI (1993) considered an efficient estimation of random coefficient model based on survey data. The main objective of this paper is to construct one sided test for testing equicorrelation coefficient in presence of random coefficients using optimal testing procedure. The test statistic is a ratio of quadratic forms in normal variables which is most powerful and point optimal invariant.
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Journal Title
Biometrical Journal
Volume
37
Issue
4
Subject
Statistics
Biomedical and clinical sciences