Inferences on Multivariate Measures of Interclass and Intraclass Correlations in Familial Data
Sadanori Konishi, C. G. Khatri, C. Radhakrishna Rao · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1991
SUMMARY Multivariate measures of interclass and intraclass correlations are introduced to assess the degree of resemblance between family members with respect to more than one characteristic. Unified estimators for the multivariate measures are proposed as the eigenvalues of certain random matrices constructed by the matrices of the weighted sums of squares and products of observations. Asymptotic distributions of the proposed estimators are derived under the assumption of multivariate normality. The asymptotic results produce approximate confidence intervals and test procedures in a simple way.