Testing the equality of regression coefficients in several heteroscedastic regression models

Diri F. Ü., GÖKPINAR F., GÖKPINAR E.

Communications in Statistics: Simulation and Computation, 2025 (SCI-Expanded) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Basım Tarihi: 2025
  • Doi Numarası: 10.1080/03610918.2025.2554181
  • Dergi Adı: Communications in Statistics: Simulation and Computation
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus, Academic Search Premier, Applied Science & Technology Source, Business Source Elite, Business Source Premier, CAB Abstracts, Compendex, Computer & Applied Sciences, Veterinary Science Database, zbMATH, Civil Engineering Abstracts
  • Anahtar Kelimeler: Computational approach test, Heteroscedastic regression models, Regression coefficient testing, Simulation study, Type I error
  • Gazi Üniversitesi Adresli: Evet

Özet

A common challenge in many applied fields is testing the equality of regression coefficients in several heteroscedastic regression models. This study aims to propose a Computational Approach test that offers an effective method for controlling Type I error rates without relying on a known sampling distribution. The proposed approach is compared to both established and recently introduced tests. Simulation results demonstrate that the proposed method consistently maintains control over Type I error rates, regardless of the number of regression models, variables, or sample sizes, under various variance configurations. Furthermore, the applicability of the proposed approach is illustrated through the analysis of a data set.