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Full-Text Articles in Physical Sciences and Mathematics
A Method For Simulating Multivariate Non-Normal Distributions With Specified Standarized Cumulants And Intraclass Correlation Coefficients, Todd C. Headrick, Bruno D. Zumbo
A Method For Simulating Multivariate Non-Normal Distributions With Specified Standarized Cumulants And Intraclass Correlation Coefficients, Todd C. Headrick, Bruno D. Zumbo
Todd Christopher Headrick
Intraclass correlation coefficients (ICCs) are commonly used indices in subject areas such as biometrics, longitudinal data analysis, measurement theory, quality control, and survey research. The properties of the ICCs most often used are derived under the assumption of normality. However, real-world data often violate the normality assumption. In view of this, a computationally efficient procedure is developed for simulating multivariate non normal continuous distributions with specified (a) standardized cumulants, (b) Pearson intercorrelations, and (c) ICCs. The linear model specified is a two-factor design with either fixed or random effects. A numerical example is worked and the results of a Monte …
Simulating Controlled Variate And Rank Correlations Based On The Power Method Transformation, Todd C. Headrick, Simon Y. Aman, T. Mark Beasley
Simulating Controlled Variate And Rank Correlations Based On The Power Method Transformation, Todd C. Headrick, Simon Y. Aman, T. Mark Beasley
Todd Christopher Headrick
The power method transformation is a popular algorithm used for simulating correlated non normal continuous variates because of its simplicity and ease of execution. Statistical models may consist of continuous and (or) ranked variates. In view of this, the methodology is derived for simulating controlled correlation structures between non normal (a) variates, (b) ranks, and (c) variates with ranks in the context of the power method. The correlation structure between variate-values and their associated rank-order is also derived for the power method. As such, a measure of the potential loss of information is provided when ranks are used in place …