抄録
We consider a multivariate multiple linear regression model and study the problem of testing homogeneity of regression coefficient vectors under synchronised order restrictions when the covariance matrices are common but unknown. Synchronised order restrictions are the generalisation of the multivariate isotonic order restrictions. Synchronised order restricted test could be applied to a situation where the values of some parameters increase, those of some other parameters decrease, and those of the rest of the parameters have no restriction, simultaneously. For this problem, some test statistics were proposed and some inequalities among their powers were obtained in the past. This showed that the proposed test statistics may equally be good in terms of their powers. In the present paper, we mathematically prove that the strict inequalities hold among the powers of the test statistics. Thus we attain an exact comparison among the powers of the test statistics indicating more accurate and stronger results than those obtained in the past.
| 元の言語 | 英語 |
|---|---|
| ページ（範囲） | 53-60 |
| ページ数 | 8 |
| ジャーナル | Journal of the National Science Foundation of Sri Lanka |
| 巻 | 44 |
| 発行部数 | 1 |
| DOI | |
| 出版物ステータス | 出版済み - 1 1 2016 |
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All Science Journal Classification (ASJC) codes
- General
これを引用
On the powers of tests for homogeneity of regression coefficient vectors under synchronised order restrictions. / Sasabuchi, Shoichi; Kulatunga, D. D.Sarath.
：: Journal of the National Science Foundation of Sri Lanka, 巻 44, 番号 1, 01.01.2016, p. 53-60.研究成果: ジャーナルへの寄稿 › 記事
}
TY - JOUR
T1 - On the powers of tests for homogeneity of regression coefficient vectors under synchronised order restrictions
AU - Sasabuchi, Shoichi
AU - Kulatunga, D. D.Sarath
PY - 2016/1/1
Y1 - 2016/1/1
N2 - We consider a multivariate multiple linear regression model and study the problem of testing homogeneity of regression coefficient vectors under synchronised order restrictions when the covariance matrices are common but unknown. Synchronised order restrictions are the generalisation of the multivariate isotonic order restrictions. Synchronised order restricted test could be applied to a situation where the values of some parameters increase, those of some other parameters decrease, and those of the rest of the parameters have no restriction, simultaneously. For this problem, some test statistics were proposed and some inequalities among their powers were obtained in the past. This showed that the proposed test statistics may equally be good in terms of their powers. In the present paper, we mathematically prove that the strict inequalities hold among the powers of the test statistics. Thus we attain an exact comparison among the powers of the test statistics indicating more accurate and stronger results than those obtained in the past.
AB - We consider a multivariate multiple linear regression model and study the problem of testing homogeneity of regression coefficient vectors under synchronised order restrictions when the covariance matrices are common but unknown. Synchronised order restrictions are the generalisation of the multivariate isotonic order restrictions. Synchronised order restricted test could be applied to a situation where the values of some parameters increase, those of some other parameters decrease, and those of the rest of the parameters have no restriction, simultaneously. For this problem, some test statistics were proposed and some inequalities among their powers were obtained in the past. This showed that the proposed test statistics may equally be good in terms of their powers. In the present paper, we mathematically prove that the strict inequalities hold among the powers of the test statistics. Thus we attain an exact comparison among the powers of the test statistics indicating more accurate and stronger results than those obtained in the past.
UR - http://www.scopus.com/inward/record.url?scp=84962407498&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=84962407498&partnerID=8YFLogxK
U2 - 10.4038/jnsfsr.v44i1.7981
DO - 10.4038/jnsfsr.v44i1.7981
M3 - Article
VL - 44
SP - 53
EP - 60
JO - Journal of the National Science Foundation of Sri Lanka
JF - Journal of the National Science Foundation of Sri Lanka
SN - 1391-4588
IS - 1
ER -