JSM 2004 - Toronto

Abstract #300920

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Activity Number: 80
Type: Contributed
Date/Time: Monday, August 9, 2004 : 8:30 AM to 10:20 AM
Sponsor: Section on Statistical Computing
Abstract - #300920
Title: A Method for Simulating Multivariate Non-normal Distributions with Specified Intraclass Correlations
Author(s): Todd C. Headrick*+ and Bruno Zumbo
Companies: Southern Illinois University, Carbondale and University of British Columbia
Address: Section on Statistics, Dept. of EPSE, Carbondale, IL, 62901-4618,
Keywords: intraclass correlation ; Monte Carlo ; multivariate data ; non-normality ; simulation
Abstract:

Intraclass correlations are commonly used indices in the fields of biometrics, quality control, longitudinal data analysis, measurement theory, and survey research. There is a paucity of computationally efficient algorithms for simulating intraclass correlations under conditional non-normality. As such, a procedure is developed for simulating multivariate non-normal continuous distributions with specified (a) standardized moments, (b) intercorrelations, and (c) intraclass correlations. The theoretical models specified are associated with two-factor designs with either fixed or random effects. A numerical example will be worked to demonstrate the methodology. The results of a Monte Carlo simulation will also be provided to demonstrate that the proposed procedure generates the specified population parameters, intercorrelations, and intraclass correlations.

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