回归曲线的等价性

Equivalence of Regression Curves

Journal of the American Statistical Association · 2017
被引 40
ABS 4

中文导读

研究如何检验两组数据中两个参数回归曲线之间的差异是否小到可以忽略,从而合并样本进行推断,并提出了基于Bootstrap的检验方法以提高小样本下的表现。

Abstract

This article investigates the problem whether the difference between two parametric models m1, m2 describing the relation between a response variable and several covariates in two different groups is practically irrelevant, such that inference can be performed on the basis of the pooled sample. Statistical methodology is developed to test the hypotheses H0: d(m1, m2) ⩾ ϵ versus H1: d(m1, m2) < ϵ to demonstrate equivalence between the two regression curves m1, m2 for a prespecified threshold ϵ, where d denotes a distance measuring the distance between m1 and m2. Our approach is based on the asymptotic properties of a suitable estimator d(m^1,m^2) of this distance. To improve the approximation of the nominal level for small sample sizes, a bootstrap test is developed, which addresses the specific form of the interval hypotheses. In particular, data have to be generated under the null hypothesis, which implicitly defines a manifold for the parameter vector. The results are illustrated by means of a simulation study and a data example. It is demonstrated that the new methods substantially improve currently available approaches with respect to power and approximation of the nominal level.

统计学假设检验参数模型回归分析Bootstrap方法