Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
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A Nonparametric Test for the Parallelism of Regression Lines Based on Kendall's Tau

Kendall의 Tau에 의한 회귀직선의 평행성에 관한 비모수 검정

  • Published : 1978.06.01
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Abstract

For testing $\beta_i=\beta, i=1,...,k$, in the regression model $Y_{ij} = \alpha_i + \beta_ix_{ij} + e_{ij}, j=1,...,n_i$, a simple and robust test based on Kendall's tau is proposed. Its asymptotic distribution is proved to be chi-square under the null hypthesis and noncentral chi-square under an appropriate sequence of alternatives. For the optimal designs, the asymptotic relative efficiency of the proposed procedure with respect to the least squares procedure is the same as that of the Wilcoxon test with respect to the t-test.

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References

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