Journal of Korean Society for Quality Management (품질경영학회지)
- Volume 23 Issue 4
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- Pages.52-57
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- 1995
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- 1229-1889(pISSN)
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- 2287-9005(eISSN)
Comparison of Score Test and Other Tests in Testing Equality between Two Linear Regressions
Abstract
Testing problem of equality between two linear regressions is considered. Chow test is discussed and likelihood ratio test(LR test), F-test and Score test are derived. Score test are compared with other tests and show they are asymptotically equivalent.
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