Harmonic Mean Approach to Regression Analysis Under Heteroscedasticity and Nonnormality
✍ Scribed by Dr. M. A. Tabatabai; Dr. W. Y. Tan
- Publisher
- John Wiley and Sons
- Year
- 1986
- Tongue
- English
- Weight
- 394 KB
- Volume
- 28
- Category
- Article
- ISSN
- 0323-3847
No coin nor oath required. For personal study only.
✦ Synopsis
I n this paper, by combining the harmonic mean approach with the Welch and the James procedure (aee WELCH 1951, JAMES, 1961). we develop aome robust procedures for testing parallelism in several straight lines under heteroacedaaticity and nonnormality. Through Monte Carlo simulations it is shown that thew new testa are quite robust with respect to departure from normality. For emall sample sizes, however, the T.AN-TABATABAI (1984) F g and Fi tests appear to be more powerful than the new testa. although when sample sizes are not small, there are hardly any differences between the Tan-Tabatabai Fg and Fi testa and the new testa.