Open AccessSTRATEGIES FOR TESTING SLOPE DIFFERENCES
Author(s) -
Moses Tim,
Klockars Alan
Publication year - 2009
Publication title -
ets research report series
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.235
H-Index - 5
ISSN - 2330-8516
DOI - 10.1002/j.2333-8504.2009.tb02189.x
Subject(s) - bootstrapping (finance) , percentile , statistics , residual , econometrics , mathematics , truncated mean , robustness (evolution) , regression , robust statistics , statistical hypothesis testing , outlier , estimator , biochemistry , algorithm , gene , chemistry
The robustness and power of 9 strategies for testing the differences in groups' regression slopes were assessed under nonnormality and residual variance heterogeneity. For the conditions considered, the most robust strategies were the trimmed and Winsorized slope estimates used with the James second‐order test, the Theil‐Sen slope estimates used with James, and the Theil‐Sen estimates used with percentile bootstrapping. The use of Theil‐Sen slope estimates produced more powerful tests than the use of trimmed and Winsorized slopes.