Vol: 44 Page: 109

Authors:
Małgorzata Szczepanik
Dorota Domagała

Title:
 A comparison of several tests for equality of coefficients in quadratic regression models under heteroscedasticity

Language: English

Keywords:
heteroscedasticity
regression models
Monte Carlo simulations

Summary:
This paper reviews and compares several tests of equality between the vectors of coefficients in the two polynomial (quadratic) regression models. The empirical significance levels of the examined tests are calculated by means of Monte Carlo simulations. The test ranks are presented based on the loss function.

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