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A Comparison of Weighted Tests for a Slope Change in Simple Regression
Author(s) -
AbdRabou AbdElnaser S.,
Aly EmadEldin A. A.
Publication year - 2000
Publication title -
biometrical journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.108
H-Index - 63
eISSN - 1521-4036
pISSN - 0323-3847
DOI - 10.1002/1521-4036(200012)42:8<1033::aid-bimj1033>3.0.co;2-0
Subject(s) - statistics , mathematics , simple linear regression , anderson–darling test , monte carlo method , regression analysis , linear regression , statistical hypothesis testing , econometrics , kolmogorov–smirnov test
Testing for a change in the slope of the simple linear regression model has many applications in bio‐sciences, quality control and survival analysis. This paper compares Anderson‐Darling and Erdós‐Darling type test statistics which are based on the least squares change point process of Sen (1980) with the corresponding Kolmogorov‐Smirnov and Crámer‐von Mises type test statistics. We estimated the limiting critical values of these test statistics and conducted Monte Carlo simulation studies to compare their powers.