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On approximation of the level probabilities for testing ordered parallel regression lines

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  • Paula, Gilberto A.

Abstract

Approximations for the level probabilities in testing order-restricted hypotheses are examined in this paper for generalized linear models with common slope. It is showed, in particular, that the asymptotic null distribution of the likelihood ratio statistic is a mixture of chi-squared distributions for the cases of simple order and simple tree order. Under a balanced structure, the asymptotic null distribution reduces to the well-known chi-bar-squared distribution. The use of the equal-weights level probabilities is also investigated. This approximation seems to be satisfactory when the sample sizes and the levels of the covariate are not too different among the strata.

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  • Paula, Gilberto A., 1996. "On approximation of the level probabilities for testing ordered parallel regression lines," Statistics & Probability Letters, Elsevier, vol. 30(4), pages 333-338, November.
    • Handle: RePEc:eee:stapro:v:30:y:1996:i:4:p:333-338
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    References listed on IDEAS

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    1. Wolak, Frank A., 1989. "Local and Global Testing of Linear and Nonlinear Inequality Constraints in Nonlinear Econometric Models," Econometric Theory, Cambridge University Press, vol. 5(1), pages 1-35, April.
    2. Wolak, Frank A., 1989. "Testing inequality constraints in linear econometric models," Journal of Econometrics, Elsevier, vol. 41(2), pages 205-235, June.
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