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Homogeneity of variances in normal linear regression with a change point |
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| Authors: | Nariaki Sugiura Naoko Takaoka |
| Institution: | Faculty of Science , Japan Women’s University , 2-8-1 Mejirodai Bunkyoku, Tokyo, 112-8681, Japan |
| Abstract: | Two methods for testing the equality of variances in straight lines regression with a change point are considered. One is likelihood ratio test and the other is Bayesian confidence interval, based on the highest posterior density for the ratio of variances, using non-informative priors. Methods are applied to the renal transplant data analyzed by Smith and Cook(1980) and Stephens(1994). |
| Keywords: | likelihood ratio test constrained maximum maximum likelihood estimate Bayesian confidence interval posterior density of the ratio of variances noninformative prior renal transplant data simulation |