On parallelism of regression lines

Testing of parallelism of regression lines is discussed and the classical F-test is compared by means of simulations with a rank test computed by means of results of Sen’s 1969 AMS paper. A rank based multiple comparisons rule for detecting regression lines with different slopes is constructed and asymptotic distribution of the underlying statistic is derived. This rule is compared by means of simulations with the rule derived from the assumption that the random fluctuations are Gaussian.