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Locally most powerful test for testing the equality of variances of two linear models with common regression parameters

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  • Ahmad, Manzoor
  • Chaubey, Yogendra P.

Abstract

In this paper, the problem of testing the equality of two homoscedastic normal linear models with common regression parameters is considered. A locally most powerful test which is invariant with respect to the group of location and scale transformations of the observations is derived. The test statistic when simplified reduces to the ASR test statistic proposed and studied by Chaubey (1981). The robustness of this test is further explored.

Suggested Citation

  • Ahmad, Manzoor & Chaubey, Yogendra P., 1991. "Locally most powerful test for testing the equality of variances of two linear models with common regression parameters," Statistics & Probability Letters, Elsevier, vol. 11(2), pages 149-153, February.
    • Handle: RePEc:eee:stapro:v:11:y:1991:i:2:p:149-153
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