@article{ART002748298},

author={Yonghwan Um},

title={Testing the Equality of Two Linear Regression Models : Comparison between Chow Test and a Permutation Test},

journal={Journal of The Korea Society of Computer and Information},

issn={1598-849X},

year={2021},

volume={26},

number={8},

pages={157-164},

doi={10.9708/jksci.2021.26.08.157}

TY - JOUR

AU - Yonghwan Um

TI - Testing the Equality of Two Linear Regression Models : Comparison between Chow Test and a Permutation Test

JO - Journal of The Korea Society of Computer and Information

PY - 2021

VL - 26

IS - 8

PB - The Korean Society Of Computer And Information

SP - 157

EP - 164

SN - 1598-849X

AB - Regression analysis is a well-known statistical technique useful to explain the relationship between response variable and predictor variables. In particular, Researchers are interested in comparing the regression coefficients(intercepts and slopes) of the models in two independent populations. The Chow test, proposed by Gregory Chow, is one of the most commonly used methods for comparing regression models and for testing the presence of a structural break in linear models. In this study, we propose the use of permutation method and compare it with Chow test analysis for testing the equality of two independent linear regression models. Then simulation study is conducted to examine the powers of permutation test and Chow test.

KW - regression models;permutation method;Chow test;Simulation

DO - 10.9708/jksci.2021.26.08.157

ER -

Yonghwan Um. (2021). Testing the Equality of Two Linear Regression Models : Comparison between Chow Test and a Permutation Test. Journal of The Korea Society of Computer and Information, 26(8), 157-164.

Yonghwan Um. 2021, "Testing the Equality of Two Linear Regression Models : Comparison between Chow Test and a Permutation Test", Journal of The Korea Society of Computer and Information, vol.26, no.8 pp.157-164. Available from: doi:10.9708/jksci.2021.26.08.157

Yonghwan Um "Testing the Equality of Two Linear Regression Models : Comparison between Chow Test and a Permutation Test" Journal of The Korea Society of Computer and Information 26.8 pp.157-164 (2021) : 157.

Yonghwan Um. Testing the Equality of Two Linear Regression Models : Comparison between Chow Test and a Permutation Test. 2021; 26(8), 157-164. Available from: doi:10.9708/jksci.2021.26.08.157

Yonghwan Um. "Testing the Equality of Two Linear Regression Models : Comparison between Chow Test and a Permutation Test" Journal of The Korea Society of Computer and Information 26, no.8 (2021) : 157-164.doi: 10.9708/jksci.2021.26.08.157

Yonghwan Um. Testing the Equality of Two Linear Regression Models : Comparison between Chow Test and a Permutation Test. Journal of The Korea Society of Computer and Information, 26(8), 157-164. doi: 10.9708/jksci.2021.26.08.157

Yonghwan Um. Testing the Equality of Two Linear Regression Models : Comparison between Chow Test and a Permutation Test. Journal of The Korea Society of Computer and Information. 2021; 26(8) 157-164. doi: 10.9708/jksci.2021.26.08.157

Yonghwan Um. Testing the Equality of Two Linear Regression Models : Comparison between Chow Test and a Permutation Test. 2021; 26(8), 157-164. Available from: doi:10.9708/jksci.2021.26.08.157

Yonghwan Um. "Testing the Equality of Two Linear Regression Models : Comparison between Chow Test and a Permutation Test" Journal of The Korea Society of Computer and Information 26, no.8 (2021) : 157-164.doi: 10.9708/jksci.2021.26.08.157