Abstract
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.
Language: English
Page range: 151 - 160
Published on: Nov 13, 2012
Published by: Slovak Academy of Sciences, Mathematical Institute
In partnership with: Paradigm Publishing Services
Publication frequency: 1 issue per year
Keywords:
Related subjects:
© 2012 František Rublík, published by Slovak Academy of Sciences, Mathematical Institute
This work is licensed under the Creative Commons License.