On the Effect of Two-Stage Sampling in the F Statistic.
Abstract
This document investigates the effect of intracluster correlation in two-stage samples on the ordinary F procedures in linear models. A measure is proposed as a diagnostic and basis for correction to the F statistic. A decomposition of this measure is given in terms of the contributions of the individual regressors and their cross products. For known intracluster correlation the proposed correction to F performs very well in the numerical study. For unknown intracluster correlation a simple alternative to the generalized least squares procedure is proposed and is shown to perform favorably in the simulation study. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Oct 01, 1985
- Accession Number
- ADA163653
Entities
People
- C. F. J. Wu
- D. Holt
- D. J. Holmes
Organizations
- University of Wisconsin–Madison