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Identifying shifts between two regression curves

Author

Listed:
  • Holger Dette

    (Ruhr-Universität Bochum)

  • Subhra Sankar Dhar

    (IIT Kanpur)

  • Weichi Wu

    (Tsinghua University)

Abstract

This article studies the problem whether two convex (concave) regression functions modelling the relation between a response and covariate in two samples differ by a shift in the horizontal and/or vertical axis. We consider a nonparametric situation assuming only smoothness of the regression functions. A graphical tool based on the derivatives of the regression functions and their inverses is proposed to answer this question and studied in several examples. We also formalize this question in a corresponding hypothesis and develop a statistical test. The asymptotic properties of the corresponding test statistic are investigated under the null hypothesis and local alternatives. In contrast to most of the literature on comparing shape invariant models, which requires independent data the procedure is applicable for dependent and non-stationary data. We also illustrate the finite sample properties of the new test by means of a small simulation study and two real data examples.

Suggested Citation

  • Holger Dette & Subhra Sankar Dhar & Weichi Wu, 2021. "Identifying shifts between two regression curves," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 73(5), pages 855-889, October.
    • Handle: RePEc:spr:aistmt:v:73:y:2021:i:5:d:10.1007_s10463-020-00771-2
    DOI: 10.1007/s10463-020-00771-2
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    References listed on IDEAS

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