© 1988 by Biometrika Trust
Estimation of the interclass correlation coefficient
Department of Statistics, University of Toronto Toronto, Canada M5S 1A1
A noniterative method for estimating the interclass correlation coefficient is derived from the technique of weighted sums of squares. The asymptotic variance of this estimator is derived under the assumption of normality. Through extensive Monte Carlo simulations, the sample variance of this estimator is found not to differ greatly from that of the maximum likelihood estimator.
Key Words: Asymptotic variance Familial correlation Maximum likelihood Monte Carlo simulation