Faculty of Education, The University of Hong Kong, Hong Kong.
Br J Math Stat Psychol. 2012 May;65(2):282-301. doi: 10.1111/j.2044-8317.2011.02024.x. Epub 2011 Aug 9.
In this study, we explore the effects of non-normality and heteroscedasticity when testing the hypothesis that the regression lines associated with multiple independent groups have the same slopes. The conventional approach involving the F-test and the t-test (F/t approach) is examined. In addition, we introduce two robust methods which allow simultaneous testing of regression slopes. Our results suggest that the F/t approach is extremely sensitive to violations of assumptions and tends to yield misleading conclusions. The new robust alternatives are recommended for general use.
在这项研究中，我们探讨了在检验多个独立组相关回归线斜率相同的假设时，非正态性和异方差性的影响。我们检验了传统的涉及 F 检验和 t 检验的方法（F/t 方法）。此外，我们还引入了两种允许同时检验回归斜率的稳健方法。我们的研究结果表明，F/t 方法对违反假设的情况非常敏感，容易得出误导性的结论。建议在一般情况下使用新的稳健替代方法。
