Testing the difference between two sets of data using comparison two linear regression functions
DOI:
https://doi.org/10.1285/i20705948v7n2p279Keywords:
regression function, linear relationship, empirical distribution, bootstrap procedure, expectation function, error distributionAbstract
This study aims to compare two sets of data with each having a linear relationship between the independent and dependent variables. The problem is solved by testing the equality of two regression functions. The test statistics based on empirical distribution : the Kolmogorov-Smirnov and Kuiper type statistics are considered, under the alternative hypotheses comprised of a constant shift and an affine shift. Additionally, the rejection proportion is calculated using the bootstrap method. The test statistics are also applied to the analysis of two sets of data, the characteristics of which are found to be consistent with the p-value after 1,000 trials of bootstrapping.References
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