Skip to main content
. Author manuscript; available in PMC: 2019 Mar 25.
Published in final edited form as: Am Stat. 2018 Jan 11;71(4):344–353. doi: 10.1080/00031305.2016.1200490

Table 3:

Correlation structure selection frequencies and empirical standard deviations (ESD) of β^2 for the setting in which the true structure is Unstructured and 100 subjects each contribute 3 observations.

Selection Frequencies
Structures
of Interest
Criterion Independence
(ESD=0.21)
Exchangeable
(ESD=0.16)
AR-1
(ESD=0.13)
Toeplitz
(ESD=0.12)
Unstructured
(ESD=0.12)
Criterion
ESD*
IEATU TECMW 0 0 60 260 680 0.12
CICW 0 0 155 348 497 0.12
CICHH 0 0 232 671 97 0.12
CICSH 0 0 326 626 48 0.12
EAIC 0 0 8 359 633 0.12
EBIC 0 0 69 566 365 0.12
AGP 0 0 26 346 628 0.12
BGP 0 0 48 419 533 0.12
IEA TECMW 0 0 1000 0.13
CICW 0 0 1000 0.13
CICHH 0 0 1000 0.13
CICSH 0 0 1000 0.13
EAIC 0 0 1000 0.13
EBIC 0 0 1000 0.13
AGP 0 0 1000 0.13
BGP 0 0 1000 0.13
EATU TECMW 0 60 260 680 0.12
CICW 0 155 348 497 0.12
CICHH 0 232 671 97 0.12
CICSH 0 326 626 48 0.12
EAIC 0 8 359 633 0.12
EBIC 0 69 566 365 0.12
AGP 0 26 346 628 0.12
BGP 0 48 419 533 0.12
*

empirical standard deviations (ESD) of β^2 resulting from use of the given criterion and penalty

TECMW - trace of the empirical covariance matrix with Westgate penalty

CICW - correlation information criterion with Westgate penalty

CICHH - correlation information criterion with Hardin and Hilbe penalty

CICSH - correlation information criterion with Shults and Hilbe penalty

EAIC - empirical likelihood AIC-based criterion with penalty

EBIC - empirical likelihood BIC-based criterion with penalty

AGP - AIC-based gaussian pseudolikelihood criterion with penalty

BGP - BIC-based gaussian pseudolikelihood criterion with penalty

IEATU - All 5 structures are considered for selection

IEA - Only independence, exchangeable, and AR-1 are considered for selection

EATU - All structures except for independence are considered for selection