Testing the equality of regression coefficients in several heteroscedastic regression models
Communications in Statistics: Simulation and Computation, 2025 (SCI-Expanded, Scopus)
- 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.