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. Author manuscript; available in PMC: 2017 Jan 1.
Published in final edited form as: J Stat Comput Simul. 2015 Sep 23;86(10):1891–1900. doi: 10.1080/00949655.2015.1089873

Table 4.

Empirical frequencies of selecting each working correlation structure out of 1,000 replications from the use of the given correlation selection criterion. The Mancl and DeRouen [8] correction is utilized.

Selection Frequencies

True Ind Exch AR-1 Toeplitz
Correlation N Criterion
Exchangeable 25 TECMT 16 387 109 488
TECMR 31 669 141 159
CICT 15 299 90 596
CICR 24 705 126 145
Exchangeable 50 TECMT 0 405 57 538
TECMR 1 706 90 203
CICT 0 285 48 667
CICR 1 730 74 195
AR-1 25 TECMT 17 115 328 540
TECMR 33 184 599 184
CICT 14 74 287 625
CICR 34 168 628 170
AR-1 50 TECMT 1 48 343 608
TECMR 2 86 670 242
CICT 0 24 274 702
CICR 1 86 678 235

N - number of independent subjects

Ind - Independence; Exch - Exchangeable

TECM - ‘trace of the empirical covariance matrix’ criterion

CIC - ‘correlation information criterion’

T - No penalty: The criterion is based on Σ̂ that theoretically assumes correlation parameters are known

R - Penalty: The criterion is based on (Ip + Ĝ)Σ̂(Ip + Ĝ)T that realistically accounts for, or penalizes, covariance inflation due to correlation parameter estimation