Rank-order tests for the parallelism of several regression surfaces (Q1063976): Difference between revisions
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English | Rank-order tests for the parallelism of several regression surfaces |
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Rank-order tests for the parallelism of several regression surfaces (English)
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1984
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For testing the hypothesis that several (s\(\geq 2)\) linear regression surfaces \(X_{ki}=\alpha_ k\beta_ kc_{ki}+Z_{ki}\) \((k=1,...,s)\) are parallel to one another, i.e., \(\beta_ 1=...=\beta_ s\), a class of rank-order tests are considered. The tests are shown to be asymptotically distribution-free, and their asymptotic efficiency relative to the general likelihood ratio test is derived. Asymptotic optimality in the sense of Wald is also discussed.
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parallelism
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linear regression surfaces
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rank-order tests
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asymptotically distribution-free
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likelihood ratio test
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Asymptotic optimality
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