Bootstrap methods for comparing independent regression slopes

被引：1

作者：

Ng, Marie ^{[1
]}

Wilcox, Rand R. ^{[2
]}

机构：

[1] Univ Hong Kong, Fac Educ, Hong Kong, Hong Kong, Peoples R China

[2] Univ So Calif, Dept Psychol, Los Angeles, CA 90089 USA

来源：

BRITISH JOURNAL OF MATHEMATICAL & STATISTICAL PSYCHOLOGY | 2012年 / 65卷 / 02期

关键词：

MODERATED MULTIPLE-REGRESSION; CATEGORICAL VARIABLES; HETEROSKEDASTICITY; ERROR; VARIANCE; ESTIMATORS; INFERENCE; POWER;

D O I：

10.1111/j.2044-8317.2011.02024.x

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

In this study, we explore the effects of non-normality and heteroscedasticity when testing the hypothesis that the regression lines associated with multiple independent groups have the same slopes. The conventional approach involving the F-test and the t-test (F/t approach) is examined. In addition, we introduce two robust methods which allow simultaneous testing of regression slopes. Our results suggest that the F/t approach is extremely sensitive to violations of assumptions and tends to yield misleading conclusions. The new robust alternatives are recommended for general use.

引用

页码：282 / 301

页数：20

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