Pratikno, Budi and Khan, Shahjahan (2017) Testing equality of two intercepts for the parallel regression model with non-sample prior information. Communications in Statistics: Theory and Methods, 46 (6). pp. 3099-3110. ISSN 0361-0926
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Text (Accepted Version)
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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.
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| Item Type: | Article (Commonwealth Reporting Category C) |
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| Refereed: | Yes |
| Item Status: | Live Archive |
| Additional Information: | Accepted Version deposited in accordance with the copyright policy of the publisher. Published online only. |
| Faculty / Department / School: | Current - Faculty of Health, Engineering and Sciences - School of Agricultural, Computational and Environmental Sciences |
| Date Deposited: | 07 Dec 2015 07:26 |
| Last Modified: | 07 Feb 2018 05:01 |
| Uncontrolled Keywords: | linear regression; intercept and slope parameters; pre- test test; non-sample prior information; and power function |
| Fields of Research : | 01 Mathematical Sciences > 0104 Statistics > 010499 Statistics not elsewhere classified 01 Mathematical Sciences > 0104 Statistics > 010405 Statistical Theory |
| Socio-Economic Objective: | E Expanding Knowledge > 97 Expanding Knowledge > 970101 Expanding Knowledge in the Mathematical Sciences |
| Identification Number or DOI: | 10.1080/03610926.2015.1054941 |
| URI: | http://eprints.usq.edu.au/id/eprint/28125 |
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