Tests for Two Separate Regressions

Several recently proposed tests for separate regressions are examined in light of recommendations by Cox (1961). This points to simplified criteria and emphasizes the unity underlying the tests. The exact distributions of some of the tests are developed and given a geometrical characterization. An orthogonal decomposition is proposed which provides a direct link between the F-test and tests based upon artificial nesting.

MoreLess

Year of publication:	1982
Authors:	Fisher, Gordon R.
Institutions:	Economics Department, Queen's University

More details

Series:	Working Papers.
Type of publication:	Book / Working Paper
Notes:	2 pages long
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005787838