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Normalizing and variance stabilizing transformations for intraclass correlations

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Summary

A concept of normalizing transformations of statistics is constructed on the basis of the rate of convergence to normality. The concept is applied to derive a normalizing transformation of a maximum likelihood estimate of intraclass correlation coefficient in ap-variate normal sample. Numerical comparisons are made to examine whether the proposed transformation is efficient to achieve normality. The relationship between normalization and variance stabilization is also considered.

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Authors
  1. Sadanori Konishi
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The Institute of Statistical Mathematics

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Konishi, S. Normalizing and variance stabilizing transformations for intraclass correlations. Ann Inst Stat Math 37, 87–94 (1985). https://doi.org/10.1007/BF02481082

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  • DOI: https://doi.org/10.1007/BF02481082

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