使用拟残差比较回归曲线

Comparison of Regression Curves Using Quasi-Residuals

Journal of the American Statistical Association · 1995
被引 28
ABS 4

中文导读

提出三种检验两个独立样本回归函数是否相等的方法,不要求协变量值或样本量相同,模拟显示在多种情形下功效优于现有方法。

Abstract

Abstract We consider testing the equality of two regression functions using two independent samples. Three tests are proposed that are free of the restriction of having the same covariate values or sample sizes for both samples. Asymptotic distributions are given and results from a simulation study are presented that show the superior power properties of these tests over a competing test in a variety of cases, including the testing of hypotheses involving high-frequency curves when the design points for the two samples differ. It is also observed that the tests have good level properties when proper smoothing parameters are selected.

统计学回归分析假设检验非参数统计