Keywords
regression slopes, heteroscedasticity, nonconstant variance, heterogeneity of variance
Abstract
When testing for the equality of regression slopes based on ordinary least squares (OLS) estimation, extant research has shown that the standard F performs poorly when the critical assumption of homoscedasticity is violated, resulting in increased Type I error rates and reduced statistical power (Box, 1954; DeShon & Alexander, 1996; Wilcox, 1997). Overton (2001) recommended weighted least squares estimation, demonstrating that it outperformed OLS and performed comparably to various statistical approximations. However, Overton's method was limited to two groups. In this study, a generalization of Overton's method is described. Then, using a Monte Carlo simulation, its performance was compared to three alternative weight estimators and three other methods. The results suggest that the generalization provides power levels comparable to the other methods without sacrificing control of Type I error rates. Moreover, in contrast to the statistical approximations, the generalization (a) is computationally simple, (b) can be conducted in commonly available statistical software, and (c) permits post hoc analyses. Various unique findings are discussed. In addition, implications for theory and practice in psychology and future research directions are discussed.
Graduation Date
2006
Semester
Summer
Advisor
Stone-Romero, Eugene
Degree
Doctor of Philosophy (Ph.D.)
College
College of Sciences
Department
Psychology
Degree Program
Psychology
Format
application/pdf
Identifier
CFE0001332
URL
http://purl.fcla.edu/fcla/etd/CFE0001332
Language
English
Length of Campus-only Access
None
Access Status
Doctoral Dissertation (Open Access)
STARS Citation
Rosopa, Patrick J., "A Comparison Of Ordinary Least Squares, Weighted Least Squares, And Other Procedures When Testing For The Equality Of Regression" (2006). Electronic Theses and Dissertations. 1003.
https://stars.library.ucf.edu/etd/1003