Table 3:
Correlation structure selection frequencies and empirical standard deviations (ESD) of 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 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