A Numerical Likelihood-Based Approach to Combining Correlation Matrices

作者:Song Myung Soon*; Gleser Leon J
来源:Communications in Statistics - Simulation and Computation, 2012, 41(9): 1679-1692.
DOI:10.1080/03610918.2011.615435

摘要

Numerical approaches to developing accurate and efficient approximations to combined likelihoods of population correlation matrices in meta-analysis under normality assumptions for the data are studied. The likelihood is expressed as a multiple integral over the unit cube in (p-1)-dimensional space, where p is the row and column dimensionality of the correlation matrix. Three types of computation are proposed as ways to calculate the likelihood for any population correlation matrix P. As an application, inference is explored concerning intercorrelations among math, spatial and verbal scores in a SAT exam. Comparisons are made with conventional methods.

  • 出版日期2012-10-1

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