Browse > Article
http://dx.doi.org/10.9708/jksci.2021.26.08.157

Testing the Equality of Two Linear Regression Models : Comparison between Chow Test and a Permutation Test  

Um, Yonghwan (Dept. of Industrial and Management Engineering, Sungkyul University)
Publication Information
Journal of the Korea Society of Computer and Information / v.26, no.8, 2021 , pp. 157-164 More about this Journal
Abstract
Regression analysis is a well-known statistical technique useful to explain the relationship between response variable and predictor variables. In particular, Researchers are interested in comparing the regression coefficients(intercepts and slopes) of the models in two independent populations. The Chow test, proposed by Gregory Chow, is one of the most commonly used methods for comparing regression models and for testing the presence of a structural break in linear models. In this study, we propose the use of permutation method and compare it with Chow test analysis for testing the equality of two independent linear regression models. Then simulation study is conducted to examine the powers of permutation test and Chow test.
Keywords
regression models; permutation method; Chow test; Simulation;
Citations & Related Records
Times Cited By KSCI : 1  (Citation Analysis)
연도 인용수 순위
1 G. C. Chow "Tests of Equality between Sets of Coefficients in Two Linear Regressions" Econometrica, 28.3: 591-605, 1960.   DOI
2 M. R. Mahmoud, M, M. Mahmoud, and E. Nahavand, "Testing the Difference between Two Independent Regression Models", 45, 21, 6284-6289, 2016.   DOI
3 P. Good, Permutation tests: "A Practical Guide to Resampling Methods for Testing Hypotheses". Springer-Verlag, New York. 1994.
4 J. Park, B. Sinha, A, Shah, D, Xu, and J. Lin, "Likelihood Ratio Tests for Interval Hypotheses with Applications", Commun. Stat., 44, 11, 2351-2370, 2015.   DOI
5 G. M. Poteat, K. L. Wuensch, and N. B. Gregg, "An investigation of differential prediction with the WISC-R", Journal of School Psychol., 26, 59-68, 1988.   DOI
6 M. R. Mahmoud, M. Maleki, and A. Pak, "Testing the Equality of Two Independent Regression Models", Communications in Statistics-Theory and Methods, 47, 12, 2919-2926, 2018.   DOI
7 P. G. Moschopoulos, "Tests of Hypotheses on Concomitant Variables in Linear Models". Communications in Statistics-Theory and Methods, 18(5), 1735-1746, 1989.   DOI
8 F. J. Marques, C. A. Coelho, and P. C. Rodrigues, "Testing the Equality of Several Regression Models", Computational. Statistics, 32, 1453-1480, 2017.   DOI
9 J. M. Azaisa, C. Delmas and C. E. Rabier, "Likelihood Ratio Test Process for Quantitative Trait locus Detection", Statistics, 48, 787-801, 2014.   DOI
10 H. M. Ryu, M. A. Woo, K. Lee, and J. K. Yoo, "Permutation Predictor Tests in Linear Regression, Communications for Statistical Applications and Methods", 20, 2, 147-155, 2013.   DOI
11 T. W. O'Gorman, "Adaptive Tests of Significance Using Permutations of Residuals with R and SAS". New Jersey: John Wiley and Sons, 2012.
12 D. M. Potter, "A Permutation Test for Inference in Logistic Regression with Small- and Moderate-sized Data Sets", Statistics in Medicine, 24, 5, 693-708, 2005.   DOI
13 H. S. Luitel and G. J. Msahar, "A Short Note on the Application of Chow Test of Structural Break in US GDP", International Business Research; Vol. 8, No. 10, 2015
14 E. H. Suh, "Statistical Analysis using SPSS 24", Free Academy, 2018.