TESTING THE EQUALITY OF DEPENDENT VARIANCES

被引：7
|
作者：
MODARRES, R [1 ]
机构：
[1] GEORGE WASHINGTON UNIV,DEPT STAT COMP & INFORMAT SYST,WASHINGTON,DC 20052
来源：
BIOMETRICAL JOURNAL | 1993年 / 35卷 / 07期
关键词：
LIKELIHOOD RATIO TEST; MONTE-CARLO STUDY; DEPENDENT VARIANCES;
D O I：
10.1002/bimj.4710350704
中图分类号：
Q [生物科学];
学科分类号：
07 ; 0710 ; 09 ;
摘要：
The likelihood ratio test for testing equality of v greater-than-or-equal-to 2 correlated variables is developed. In general, evaluation of the test statistic involves the iterative optimization of a likelihood function with 1 + v(v - 1)/2 parameters. The explicit form of the test statistic is derived in the bivariate case, and an iterative algorithm for determining the maximum likelihood estimates is suggested. A limited Monte Carlo study determines the behavior of the proposed procedure under the null hypothesis and variety of parameter values
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页码：785 / 790
页数：6
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