Autumn Whitefield-Madrano looks at the research:
Compliments given from man to man were accepted 40% of the time; only 22% of compliments given from one woman to another were accepted. … When it was a man, not a woman, giving a compliment, women accepted it 68% of the time.
She elaborates in a follow-up post:
With the exception of women accepting compliments from men, responses along the line of "thank you" only accounted for anywhere from 10 to 29 percent of compliment responses in the study. Why, when saying "thank you" is the known proper response, do we suddenly feel like we don’t know what to say?
The answer lies in the true meaning of embarrassment: We feel embarrassed because we care about the relationship we have with the person we feel embarrassed in front of. We may feel embarrassed that we didn’t say something complimentary to them first, or that we’ve done something (or worn something) that separates us from the other person status-wise, or that we’re suddenly acutely aware that the person holds us in some sort of esteem. We know full well that "thank you" would suffice, but it can also feel like "thank you" leaves something out.
The Dish 