Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10525959 | Statistics & Probability Letters | 2005 | 8 Pages |
Abstract
We develop a method for comparing separate linear models, for a common response variable that may be expressed on different scales and may be described by distinct explanatory variables. A method of stochastic simulation is used to approximate the fitted maximum likelihood estimates and then the Cox statistic is computed to test separate linear models. The bootstrap iteration is also used to calibrate confidence intervals to correct the test level.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
In-Kwon Yeo,