Abstract
Let X and Y be random variables, and for two independent groups, suppose that for the jth group where E(∈j) =0, j=1,2. Suppose that the β's are estimated with Welsch's robust procedure, and that the goal is to test Hoβ01 =β02 and Hoβ11 =β12. A solution to this problem is to use the influence function estimate of the standard errors of the estimates of the β's, and attempt to control the probability of a Type I error via the percentile - t bootstrap procedure. This paper uses simulations to assess the small - sample performance of this procedure. A few results are also reported on a procedure for testing Ho: E(Y1|X) =E(Y2|X).
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