An evaluation of standard, alternative, and robust slope test strategies

Abstract

The robustness and power of nine strategies for testing the differences between two groups' regression slopes under nonnormality and residual variance heterogeneity are compared. The results showed that three most robust slope test strategies were the combination of the trimmed and Winsorized slopes with the James second order test, the combination of Theil-Sen with James, and Theil-Sen with percentile bootstrapping. The slope tests based on Theil-Sen slopes were more powerful than those based on trimmed and Winsorized slopes. Copyright © 2008 JMASM, Inc.