A STUDY ON A NONPARAMETRIC TEST FOR THE PARALLELISM OF k REGRESSION LINES AGAINST ORDERED ALTERNATIVES

  • Jee, Eun-Sook (Department of Mathematics, College of Science, Kwangwoon University)
  • Published : 2001.05.01

Abstract

In this paper a nonparametric test for the parallelism of k regression lines against ordered alternatives, when the independent variables are positive and all regression lines have a common intercept is proposed. The proposed test is based on a Jonckheere-type statistic applied to residuals. Under some conditions the proposed test statistic is asymptotically distribution-free. The small-sample powers of our test are compared with other tests by a Monte Carlo study. The simulation results show that the proposed test has significantly higher empirical powers than the other tests considered in this paper.

Keywords

References

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