Tests for Two Separate Regressions

Gordon R. Fisher

Working Paper from Economics Department, Queen's University

Abstract: Several recently proposed tests for separate regressions are examined in light of recommendations by Cox (1961). This points to simplified criteria and emphasizes the unity underlying the tests. The exact distributions of some of the tests are developed and given a geometrical characterization. An orthogonal decomposition is proposed which provides a direct link between the F-test and tests based upon artificial nesting.

Pages: 27
Date: 1982
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Persistent link: https://EconPapers.repec.org/RePEc:qed:wpaper:503

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