BUREAU OF THE CENSUS STATISTICAL RESEARCH DIVISION REPORT SERIES SRD Research Report Number: CENSUS/SRD/RR-90/06 ASSESSING CONTEMPORANEOUS CORRELATION IN LONGITUDINAL DATA bY

نویسندگان

  • Edward W. Frees
  • J. Monsour
چکیده

Consider drawing a sample of ‘n’ experimental units where each unit is observed over ‘T’ time periods. Are the draws independent ? Small and large (in ‘n’) sample properties of a distribution-free statistic, built to assess the degree of correlation, are provided. Further, the large sample distribution is also investigated in the case where the statistic is evaluated using residuals from a complex model.

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تاریخ انتشار 1990