Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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Noninformative Priors for the Common Intraclass Correlation Coefficient

  • Kim, Dal-Ho (Department of Statistics, Kyungpook National University)
  • Received : 20110200
  • Accepted : 20110300
  • Published : 2011.03.31
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Abstract

In this paper, we develop the noninformative priors for the common intraclass correlation coefficient when independent samples drawn from multivariate normal populations. We derive the first and second order matching priors. We reveal that the second order matching prior dose not match alternative coverage probabilities up to the second order and is not a HPD matching prior. It turns out that among all of the reference priors, one-at-a-time reference prior satisfies a second order matching criterion. Our simulation study indicates that one-at-a-time reference prior performs better than the other reference priors in terms of matching the target coverage probabilities in a frequentist sense.

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References

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