Tests of homogeneity of intercepts after a preliminary test

Abstract

For the multl-sample regression model , the problem of testing equality of intercepts following a preliminarytest on the equality o f slopes is considered. The t e s t s are based on the conventional least squares estimators (without necessarily assuming the normality of the underlying error distributions ) , and the impact of a

preliminary test on the asymptotic size and power of the final test is studied.

Keywords:

• Asymptotic power
• asymptotic size
• intercepts
• least squares estimators
• parallelism
• preliminary test
• slopes