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A Powerful Test for Comparing Multiple Regression Functions.


ABSTRACT: In this article, we address the important problem of comparison of two or more population regression functions. Recently, Pardo-Fernández, Van Keilegom and González-Manteiga (2007) developed test statistics for simple nonparametric regression models: Y(ij) = ?(j)(Z(ij)) + ?(j)(Z(ij))?(ij), based on empirical distributions of the errors in each population j = 1, … , J. In this paper, we propose a test for equality of the ?(j)(·) based on the concept of generalized likelihood ratio type statistics. We also generalize our test for other nonparametric regression setups, e.g, nonparametric logistic regression, where the loglikelihood for population j is any general smooth function [Formula: see text]. We describe a resampling procedure to obtain the critical values of the test. In addition, we present a simulation study to evaluate the performance of the proposed test and compare our results to those in Pardo-Fernández et al. (2007).

SUBMITTER: Maity A 

PROVIDER: S-EPMC3467155 | biostudies-literature | 2012 Sep

REPOSITORIES: biostudies-literature

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A Powerful Test for Comparing Multiple Regression Functions.

Maity Arnab A  

Journal of nonparametric statistics 20120423 3


In this article, we address the important problem of comparison of two or more population regression functions. Recently, Pardo-Fernández, Van Keilegom and González-Manteiga (2007) developed test statistics for simple nonparametric regression models: Y(ij) = θ(j)(Z(ij)) + σ(j)(Z(ij))∊(ij), based on empirical distributions of the errors in each population j = 1, … , J. In this paper, we propose a test for equality of the θ(j)(·) based on the concept of generalized likelihood ratio type statistics  ...[more]

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