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.

Język:: Angielski

Częstotliwość wydawania:: 3 razy w roku
Dziedziny czasopisma:: Matematyka, Matematyka ogólna

Kanał RSS czasopisma

On parallelism of regression lines

František Rublík

Data publikacji: 13 lis 2012

Zakres stron: 151 - 160

DOI: https://doi.org/10.2478/v10127-012-0015-y

Słowa kluczowerank test statistic, equality of slopes of regression lines, hypotheses testing, multiple comparisons procedures, asymptotic distribution.

This content is open access.

Słowa kluczowe
rank test statistic, equality of slopes of regression lines, hypotheses testing, multiple comparisons procedures, asymptotic distribution.