Testing equality of two intercepts for the parallel regression model with non sample prior information |
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Authors: | Budi Pratikno Shahjahan Khan |
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Institution: | 1. Department of Mathematics and Natural Science, Jenderal Soedirman University, Purwokerto, Jawa Tengah, Indonesia;2. School of Agricultural, Computational and Environmental Sciences, Centre for Sustainable Catchments, University of Southern Queensland, Toowoomba, Queensland, Australia |
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Abstract: | This paper proposes tests for equality of intercepts of two simple regression models when non sample prior information is available on the equality of two slopes. For three different scenarios on the values of the slope, namely (i) unknown (unspecified), (ii) known (specified), and (iii) suspected, we derive the unrestricted test (UT), restricted test (RT), and pre-test test (PTT) for testing the equality of intercepts. The test statistics, their sampling distributions, and power functions of the tests are obtained. Comparison of power function and size of the tests reveals that the PTT has a reasonable dominance over the UT and RT. |
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Keywords: | Intercept and slope parameters linear regression non sample prior information power function pre-test test |
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