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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
  • Abbr : JKSCI
  • 2021, 26(8), pp.157-164
  • DOI : 10.9708/jksci.2021.26.08.157
  • Publisher : The Korean Society Of Computer And Information
  • Research Area : Engineering > Computer Science
  • Received : June 23, 2021
  • Accepted : August 17, 2021
  • Published : August 31, 2021

Yonghwan Um 1

1성결대학교

Accredited

ABSTRACT

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.

Citation status

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