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Approximate transformation trimmed mean methods to the test of simple linear regression slope equality

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  • Wei-Ming Luh
  • Jiin-Huarng Guo
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    Abstract

    To deal with the problem of non-normality and heteroscedasticity, the current study proposes applying approximate transformation trimmed mean methods to the test of simple linear regression slope equality. The distribution-free slope estimates are first trimmed on both sides and then the test statistic t is transformed by Johnson's method for each group to correct non-normality. Lastly, an approximate test such as the James second-order test, the Welch test, or the DeShon-Alexander test, which are robust for heterogeneous variances, is applied to test the equality of regression slopes. Bootstrap methods and Monte Carlo simulation results show that the proposed methods provide protection against both unusual y values, as well as unusual x values. The new methods are valid alternatives for testing the simple linear regression slopes when heteroscedastic variances and nonnormality are present.

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    Bibliographic Info

    Article provided by Taylor & Francis Journals in its journal Journal of Applied Statistics.

    Volume (Year): 27 (2000)
    Issue (Month): 7 ()
    Pages: 843-857

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    Handle: RePEc:taf:japsta:v:27:y:2000:i:7:p:843-857

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    1. Koenker, Roger W & Bassett, Gilbert, Jr, 1978. "Regression Quantiles," Econometrica, Econometric Society, vol. 46(1), pages 33-50, January.
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