The Two-Sample Problem with Regression Errors

dc.contributor.author	Mora, Juan	de
dc.contributor.author	Neumeyer, Natalie	de
dc.date.accessioned	2005-03-08T15:23:47Z
dc.date.available	2005-03-08T15:23:47Z
dc.date.issued	2005	de
dc.description.abstract	We describe how to test the null hypothesis that errors from two parametrically specified regression models have the same distribution versus a general alternative. First we obtain the asymptotic properties of teststatistics derived from the difference between the two residual-based empirical distribution functions. Under the null distribution they are not asymptotically distribution free and, hence, a consistent bootstrap procedure is proposed to compute critical values. As an alternative, we describe how to perform the test with statistics based on martingale-transformed empirical processes, which are asymptotically distribution free. Some Monte Carlo experiments are performed to compare the behaviour of all statistics with moderate sample sizes.	en
dc.format.extent	481922 bytes
dc.format.mimetype	application/pdf
dc.identifier.uri	http://hdl.handle.net/2003/20154
dc.identifier.uri	http://dx.doi.org/10.17877/DE290R-8053
dc.language.iso	en	de
dc.publisher	Universität Dortmund	de
dc.subject.ddc	310	de
dc.title	The Two-Sample Problem with Regression Errors	en
dc.type	Text	de
dc.type.publicationtype	report	en
dcterms.accessRights	open access

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