Testing Whether One Regression Function Is Larger Than Another

Roger L. Berger

Research output: Contribution to journalArticlepeer-review

3 Scopus citations

Abstract

The problem of testing whether one regression function is larger than another on a specified set R is considered, The regression functions must be linear functions of the parameters but need not be linear functions of the independent variables, The proposed test has an exactly specified size in typical situations. The test's critical value is a standard t percentile. The power function of the test is investigated.

Original languageEnglish (US)
Pages (from-to)1793-1810
Number of pages18
JournalCommunications in Statistics - Theory and Methods
Volume13
Issue number15
DOIs
StatePublished - Jan 1 1984

Keywords

  • fractional programming
  • intersection-union tests
  • size-α test
  • t-distribution

ASJC Scopus subject areas

  • Statistics and Probability

Fingerprint

Dive into the research topics of 'Testing Whether One Regression Function Is Larger Than Another'. Together they form a unique fingerprint.

Cite this