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  • Statistics In Transition

 

Article | 26-May-2019

AN ALTERNATIVE MATRIX TRANSFORMATION TO THE F TEST STATISTIC FOR CLUSTERED DATA

For the regression analysis of clustered data, the error of cluster data violates the independence assumption. Consequently, the test statistic based on the ordinary least square method leads to incorrect inferences. To overcome this issue,the transformation is required to apply to the observations. In this paper we propose an alternative matrix transformation that adjusts the intra-cluster correlation with Householder matrix and apply it to the F test statistic based on generalized least

Sukanya Intarapak, Thidaporn Supapakorn

Statistics in Transition New Series, Volume 20 , ISSUE 1, 153–174

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