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Testing the equality of the variances of two linear models
Author(s) -
Chaubey Y. P.
Publication year - 1981
Publication title -
canadian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.804
H-Index - 51
eISSN - 1708-945X
pISSN - 0319-5724
DOI - 10.2307/3315302
Subject(s) - mathematics , monotone polygon , test (biology) , computation , power function , invariant (physics) , statistics , algorithm , mathematical analysis , paleontology , geometry , mathematical physics , biology
Testing the equality of variances of two linear models with common β‐parameter is considered. A test based on least squares residuals (ASR test) is proposed, and it is shown that this test is invariant under the group of scale and translation changes. For some special cases, it is also proved that this test has a monotone power function. Finding the exact critical values of this test is not easy; an approximation is given to facilitate the computation of these. The powers of the BLUS test, the F ‐test and the new test are computed for various alternatives and compared in a particular case. The proposed test seems to be locally more powerful than the alternative tests.