title: EXACT DISTRIBUTIONS OF INTRACLASS CORRELATION AND CRONBACH'S ALPHA WITH GAUSSIAN DATA AND GENERAL COVARIANCE.
abstract: Intraclass correlation and Cronbach's alpha are widely used to describe reliability of tests and measurements. Even with Gaussian data, exact distributions are known only for compound symmetric covariance (equal variances and equal correlations). Recently, large sample Gaussian approximations were derived for the distribution functions. New exact results allow calculating the exact distribution function and other properties of intraclass correlation and Cronbach's alpha, for Gaussian data with any covariance pattern, not just compound symmetry. Probabilities are computed in terms of the distribution function of a weighted sum of independent chi-square random variables. NewFapproximations for the distribution functions of intraclass correlation and Cronbach's alpha are much simpler and faster to compute than the exact forms. Assuming the covariance matrix is known, the approximations typically provide sufficient accuracy, even with as few as ten observations. Either the exact or approximate distributions may be used to create confidence intervals around an estimate of reliability. Monte Carlo simulations led to a number of conclusions. Correctly assuming that the covariance matrix is compound symmetric leads to accurate confidence intervals, as was expected from previously known results. However, assuming and estimating a general covariance matrix produces somewhat optimistically narrow confidence intervals with 10 observations. Increasing sample size to 100 gives essentially unbiased coverage. Incorrectly assuming compound symmetry leads to pessimistically large confidence intervals, with pessimism increasing with sample size. In contrast, incorrectly assuming general covariance introduces only a modest optimistic bias in small samples. Hence the new methods seem preferable for creating confidence intervals, except when compound symmetry definitely holds.
authors.affiliation: Department of Biostatistics, University of North Carolina, McGavran-Greenberg Building CB#7420, Chapel Hill, North Carolina 27599-7420.
authors.forename: Emily O
authors.initials: EO
authors.lastname: Kistner
authors.affiliation: Department of Biostatistics, University of North Carolina, 3105C McGavran-Greenberg Building CB#7420, Chapel Hill, North Carolina 27599-7420 ( Keith Muller@UNC.EDU ).
authors.forename: Keith E
authors.initials: KE
authors.lastname: Muller
keywords: compound symmetry; confidence interval; interrater reliability; quadratic forms