Communications for Statistical Applications and Methods

  • 제4권2호
  • /
  • Pages.565-579
  • /
  • 1997
  • /
  • 2287-7843(pISSN)
  • /
  • 2383-4757(eISSN)
한국통계학회 (The Korean Statistical Society)
권호 표지

On a Robust Test for Parallelism of Regression Lines against Ordered Alternatives

  • Song, Moon-Sup (Department of Statistics, Seoul National University) ;
  • Kim, Jin-Ho (Korea Research Institute of Standards and Science)
  • 발행 : 1997.08.01
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초록

A robust test is proposed for the problem of testing the parallelism of several regression lines against ordered alternatives. The proposed test statistic is based on a linear combination of one-step pairwise GM-estimators. We compare the performance of the proposed test with that of the other tests through a Monte Carlo simulation. The results of the simulation study show that the proposed test has stable levels, good empirical powers in various circumstances, and particularly higher empirical powers under the presence of extreme outliers or leverage points.

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참고문헌

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  14. S-PLUS for Windows User's Manual Statistical Sciences