Testing the Stability of Regression Parameters When Some Additional Data Sets Are Available
We consider the problem of testing the stability of regression parameters in regression lines of different populations when some additional, but unidentified, data sets from those populations are available. The standard test (T0) discards the additional data and tests the stability of the regression...
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Format: | Article |
Language: | English |
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Wiley
1994-01-01
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Series: | International Journal of Mathematics and Mathematical Sciences |
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Online Access: | http://dx.doi.org/10.1155/S0161171294000232 |
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author | R. Radhakrishnan Don R. Robinson |
author_facet | R. Radhakrishnan Don R. Robinson |
author_sort | R. Radhakrishnan |
collection | DOAJ |
description | We consider the problem of testing the stability of regression parameters in regression lines of different populations when some additional, but unidentified, data sets from those populations are available. The standard test (T0) discards the additional data and tests the stability of the regression parameters using only the data sets from identified populations. We propose two test procedures (T1 and T2) utilizing all the available data, because the additional data may contain information about the parameters of the regression lines which are tested for stability. A power comparison among the tests is also presented. It is shown that T1 always has larger power than T0. In certain situations T2 has the largest power. |
format | Article |
id | doaj-art-a66c24430287420db18f5f0953ed3648 |
institution | Kabale University |
issn | 0161-1712 1687-0425 |
language | English |
publishDate | 1994-01-01 |
publisher | Wiley |
record_format | Article |
series | International Journal of Mathematics and Mathematical Sciences |
spelling | doaj-art-a66c24430287420db18f5f0953ed36482025-02-03T05:48:39ZengWileyInternational Journal of Mathematics and Mathematical Sciences0161-17121687-04251994-01-0117117318010.1155/S0161171294000232Testing the Stability of Regression Parameters When Some Additional Data Sets Are AvailableR. Radhakrishnan0Don R. Robinson1Department of Management and Quantitative Methods, Illinois State University, Normal, Illinois 61761, USADepartment of Management and Quantitative Methods, Illinois State University, Normal, Illinois 61761, USAWe consider the problem of testing the stability of regression parameters in regression lines of different populations when some additional, but unidentified, data sets from those populations are available. The standard test (T0) discards the additional data and tests the stability of the regression parameters using only the data sets from identified populations. We propose two test procedures (T1 and T2) utilizing all the available data, because the additional data may contain information about the parameters of the regression lines which are tested for stability. A power comparison among the tests is also presented. It is shown that T1 always has larger power than T0. In certain situations T2 has the largest power.http://dx.doi.org/10.1155/S0161171294000232least squares estimatesregression parameterspower of the test. |
spellingShingle | R. Radhakrishnan Don R. Robinson Testing the Stability of Regression Parameters When Some Additional Data Sets Are Available International Journal of Mathematics and Mathematical Sciences least squares estimates regression parameters power of the test. |
title | Testing the Stability of Regression Parameters When Some Additional Data Sets Are Available |
title_full | Testing the Stability of Regression Parameters When Some Additional Data Sets Are Available |
title_fullStr | Testing the Stability of Regression Parameters When Some Additional Data Sets Are Available |
title_full_unstemmed | Testing the Stability of Regression Parameters When Some Additional Data Sets Are Available |
title_short | Testing the Stability of Regression Parameters When Some Additional Data Sets Are Available |
title_sort | testing the stability of regression parameters when some additional data sets are available |
topic | least squares estimates regression parameters power of the test. |
url | http://dx.doi.org/10.1155/S0161171294000232 |
work_keys_str_mv | AT rradhakrishnan testingthestabilityofregressionparameterswhensomeadditionaldatasetsareavailable AT donrrobinson testingthestabilityofregressionparameterswhensomeadditionaldatasetsareavailable |