Testing equality of two intercepts for the parallel regression model with non-sample prior information
Article
Article Title | Testing equality of two intercepts for the parallel |
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ERA Journal ID | 791 |
Article Category | Article |
Authors | Pratikno, Budi (Author) and Khan, Shahjahan (Author) |
Journal Title | Communications in Statistics: Theory and Methods |
Journal Citation | 46 (6), pp. 3099-3110 |
Number of Pages | 17 |
Year | 2017 |
Publisher | Taylor & Francis |
Place of Publication | New York, United States |
ISSN | 0361-0926 |
1532-415X | |
Digital Object Identifier (DOI) | https://doi.org/10.1080/03610926.2015.1054941 |
Web Address (URL) | http://www.tandfonline.com/toc/lsta20/current |
Abstract | This paper proposes tests for equality of intercepts of two simple regression models when non-sample prior information (NSPI) is available on the equality of two slopes. For three different scenarios on the values of the slope, namely (i) unknown (unspecified), (ii) known (specified), and (iii) suspected, we derive the unrestricted test (UT), restricted test (RT) and pre-test test (PTT) for testing equality of intercepts. The test statistics, their sampling distributions, and power functions of the tests are obtained. Comparison of power function and size of the tests reveal that the PTT has a reasonable dominance over the UT and RT. |
Keywords | linear regression; intercept and slope parameters; pre- test test; non-sample prior information; and power function |
ANZSRC Field of Research 2020 | 490599. Statistics not elsewhere classified |
490509. Statistical theory | |
Public Notes | File reproduced in accordance with the copyright policy of the publisher/author. |
Byline Affiliations | Jenderal Soedirman University, Indonesia |
School of Agricultural, Computational and Environmental Sciences | |
Institution of Origin | University of Southern Queensland |
https://research.usq.edu.au/item/q32y3/testing-equality-of-two-intercepts-for-the-parallel-regression-model-with-non-sample-prior-information
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