Robustness of testing the equality of two slopes in simple linear structural relationships |
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Authors: | M. Y. Wong |
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Affiliation: | a Department of Mathematics, The Hong Kong University of Science and Technology, |
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Abstract: | The usual test of the equality of two slopes in a simple structural relation-ship is the test formed from the normal approximation using the Fisher information matrix, assuming two explanatory variables are independent. This paper examines the robustness if the explanatory variables are, in fact, dependent. A more efficient estimator is derived for a matched pair situation. |
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