An equality test across nonparametric regressions

An equality test across nonparametric regressions

A procedure for testing equality across nonparametric regressions is proposed The proce dure allows for any dimension of the explanatory variables and for any number of subsamples We consider the case of random explanatory variables and allow the designs of the regressors and the number of observations to di er across subsamples The division into subsamples is de ned through a variable C which ...

The operating characteristics of the nonparametric Levene test for equal variances with assessment and evaluation data

Many assessment and evaluation studies use statistical hypothesis tests, such as the independent samples t test or analysis of variance, to test the equality of two or more means for gender, age groups, cultures or language group comparisons. In addition, some, but far fewer, studies compare variability across these same groups or research conditions. Tests of the equality of variances can ther...

A Comparative Study Of Parametric And Nonparametric Regressions

Nonparametric Test for Eigenvalues of Covariance Matrix in Multipopulation

We propose a nonparametric procedure to test the hypothesis that the j-th largest eigenvalues of a covariance matrix are equal in multipopulation. We apply the Mood test by using the principal component scores and deal the equality of eigenvalues with the equality of variance. We investigate the significance level and the power of test by simulation and show that this nonparametric test is usef...

Central Limit Theorems for Conditional Efficiency Measures and Tests of the “Separability” Condition in Nonparametric, Two-Stage Models of Production

This paper demonstrates that standard central limit theorem (CLT) results do not hold for means of nonparametric, conditional efficiency estimators, and provides new CLTs that permit applied researchers to make valid inference about mean conditional efficiency or to compare mean efficiency across groups of producers. The new CLTs are used to develop a test of the restrictive “separability” cond...