Simultaneous decomposition of the variance by sources and subgroups–new insights

Research output: Contribution to journalArticlepeer-review

Abstract

There are two types of decompositions: of linear combinations of random variables into contributions of individual variables (sources) and associations between them, and of populations into contributions of their subpopulations. Simultaneous treatment of the two types is called for, which takes into account the correlations between sources within subpopulations and between subpopulation means. The expected values of the subcomponents are derived and their sensitivity to correlations among sources within groups and among source group means is conducted. An example is provided, in which the correlations contribute 20--25% to total variability. This additional information is hidden when decompositions are not simultaneous.

Original languageEnglish
Pages (from-to)7479-7494
Number of pages16
JournalCommunications in Statistics - Theory and Methods
Volume46
Issue number15
DOIs
StatePublished - 3 Aug 2017

Keywords

  • Between variability
  • Inequality
  • Simultaneous decomposition
  • Variance
  • Within variability

ASJC Scopus subject areas

  • Statistics and Probability

Fingerprint

Dive into the research topics of 'Simultaneous decomposition of the variance by sources and subgroups–new insights'. Together they form a unique fingerprint.

Cite this