*KCI등재*

*학술저널*

#
*Heuristic Testing for Independence versus Equicorrelation*

- Yong Chan Jung
- 한국자료분석학회
- Journal of The Korean Data Analysis Society (JKDAS)
- Vol.11 No.1
- 등재여부 : KCI등재
- 2009.02
- 53 - 61 (9 pages)

When the null hypothesis of equicorrelation structure is not rejected, and in the ensuing estimation process a considerably all common correlation coefficient is resulted, we may naturally need to consider the problem of testing for the mutual independence. The purpose of this paper is to study statistics for testing the hypothesis of mutual independence versus equicorrelation and to investigate the empirical power of those statistics. The proposed statistics are likelihood ratio statistic and ellipsoidal elongation statistic based on eigenvalues of sample correlation matrix. By the simulation results, we can suggest the ellipsoidal elongation statistic as a good test statistic for the case of ρ > 0 under normality.

1. Introduction

2. Literature Survey of Test for Equicorrelation Matrix

3. Test statistics for Independence versus Equicorrelation

4. Empirical Result

5. Conclusion and Discussion

References