@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