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

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Statistics in Transition New Series

Polish Statistical Association

Central Statistical Office of Poland

Subject: Economics, Statistics & Probability

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ISSN: 1234-7655
eISSN: 2450-0291

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VOLUME 20 , ISSUE 1 (March 2019) > List of articles

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

Sukanya Intarapak / Thidaporn Supapakorn

Keywords : adjustedHouseholder, clustereddata, F teststatistic, generalizedleast squares, intra-cluster correlation

Citation Information : Statistics in Transition New Series. Volume 20, Issue 1, Pages 153-174, DOI: https://doi.org/10.21307/stattrans-2019-009

License : (CC BY-NC-ND 4.0)

Published Online: 26-May-2019

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ABSTRACT

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 squares procedures for the regression coefficients hypothesis. By Monte Carlo simulations of the balanced and unbalanced data, it is found that the F test statistic based on generalized least squares procedures with Adjusted Householder transformation performs well in terms of the type I error rate and power of the test.

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