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Testing the difference between two independent regression models

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  • Mohammad Reza Mahmoudi
  • Marziyeh Mahmoudi
  • Elaheh Nahavandi

Abstract

In some situations, for example, in biology or psychology studies, we wish to determine whether the linear relationship between response variable and predictor variables differs in two populations. The analysis of the covariance (ANCOVA) or, equivalently, the partial F-test approaches are the commonly used methods. In this study, the asymptotic distribution for the difference between two independent regression coefficients was established. The proposed method was used to derive the asymptotic confidence set for the difference between coefficients and hypothesis testing for the equality of the two regression models. Then a simulation study was conducted to compare the proposed method with the partial F method. The performance of the new method was comparable with that of the partial F method.

Suggested Citation

  • Mohammad Reza Mahmoudi & Marziyeh Mahmoudi & Elaheh Nahavandi, 2016. "Testing the difference between two independent regression models," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 45(21), pages 6284-6289, November.
  • Handle: RePEc:taf:lstaxx:v:45:y:2016:i:21:p:6284-6289
    DOI: 10.1080/03610926.2014.960584
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    Cited by:

    1. Mahmoudi, Mohammad Reza & Baleanu, Dumitru & Mansor, Zulkefli & Tuan, Bui Anh & Pho, Kim-Hung, 2020. "Fuzzy clustering method to compare the spread rate of Covid-19 in the high risks countries," Chaos, Solitons & Fractals, Elsevier, vol. 140(C).
    2. Starke, Allan R. & Lemos, Leonardo F.L. & Barni, Cristian M. & Machado, Rubinei D. & Cardemil, José M. & Boland, John & Colle, Sergio, 2021. "Assessing one-minute diffuse fraction models based on worldwide climate features," Renewable Energy, Elsevier, vol. 177(C), pages 700-714.

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