Tests of the parallelism of several regression surfaces based on rank- order estimates (Q1087270)
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English | Tests of the parallelism of several regression surfaces based on rank- order estimates |
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Tests of the parallelism of several regression surfaces based on rank- order estimates (English)
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1986
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The author considers two or more (s\(\geq 2)\) linear regression models \(X_{k_ i}=\alpha_ k+\beta_ kc_{k_ i}+\epsilon_{k_ i}\), \(k=1,...,s\); \(i=1,...,n_ k\), where each \(\alpha_ k\in {\mathbb{R}}\) is an unknown intercept, \(\beta_ k\) is a q-dimensional vector of unknown parameters, \(c_{k_ i}\) is a q-dimensional vector of known constants, and all the \(\epsilon_{k_ i}'s\) are i.i.d. with distribution function F. The problem is to test \(H_ 0: \beta_ 1=\beta_ 2=...=\beta_ s=\beta\) (unknown) vs. \(H_ 1: \beta_ k\neq \beta_ j\) for some \(1\leq k\neq j\leq s\). Tests of Wald-type are presented. The tests based on a quadratic form in rank-order estimates of the regression parameters are asymptotically distribution-free. They are compared with classical parametric tests; the asymptotic relative efficiencies are given.
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Wald-type tests
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classical normal theory test
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general likelihood ratio test
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aligned rank-order tests
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asymptotic optimality
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parallelism
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quadratic form
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rank-order estimates
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regression parameters
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asymptotically distribution-free
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asymptotic relative efficiencies
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