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Assessing Contemporaneous Correlation in Longitudinal Data
Assessing Contemporaneous Correlation in Longitudinal Data
RR90-06
Abstract
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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WORKING PAPER
Statistical Research Reports and Studies
Page Last Revised - October 28, 2021
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