This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.
Abstract Details
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Activity Number:
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641
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Type:
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Contributed
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Date/Time:
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Thursday, August 5, 2010 : 8:30 AM to 10:20 AM
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Sponsor:
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Social Statistics Section
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| Abstract - #309050 |
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Title:
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Numerical Approximation of the Likelihood of Correlation Matrices
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Author(s):
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Myung Soon Song*+
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Companies:
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University of Pittsburgh
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Address:
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530A Guyasuta Road , Pittsburgh, PA, 15215-1647,
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Keywords:
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numerical approximation ;
likelihood ;
correlation matrix ;
meta-analysis ;
numerical integration ;
MLE
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Abstract:
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Approaches for developing accurate and efficient numerical approximation of combined likelihoods of population correlation matrices in meta-analysis under normality assumptions for the data are studied. Numerical integration methods or quadratures are proposed for calculating the likelihood in the multivariate case. As an application, inference for intercorrelations among math, spatial and verbal scores in an SAT exam is explored. Also, methods to find MLE's and credible regions for the population correlation matrices are developed.
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The address information is for the authors that have a + after their name.
Authors who are presenting talks have a * after their name.
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