Testing Whether one Regression Function is Everywhere Larger than Another.
FLORIDA STATE UNIV TALLAHASSEE DEPT OF STATISTICS
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The problem of testing whether one regression function is larger than another on a specified compact 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 statistic is compared to a standard t percentile. The test has an exactly specified size in typical situations. Properties of the power function of the test are investigated. The related question of comparing a regression function to a specified function is also considered. Author
- Statistics and Probability