Abstract

This paper investigates the problem whether the difference between two parametric models m1,m2m_1,m_2 describing the relation between a response variable and several covariates in two different groups is practically irrelevant, such that inference can be performed on the basis of the pooled sample. Statistical methodology is developed to test the hypotheses H0:d(m1,m2)≥εH_0 : d(m_1,m_2)\geq ε versus H1:d(m1,m2)<εH_1 : d(m_1,m_2) < ε to demonstrate equivalence between the two regression curves m1,m2m_1,m_2 for a pre-specified threshold εε, where dd denotes a distance measuring the distance between m1m_1 and m2m_2. Our approach is based on the asymptotic properties of a suitable estimator d(m^1;m^2)d(\hat{m}_1; \hat{m}_2) of this distance. In order to improve the approximation of the nominal level for small sample sizes a bootstrap test is developed, which addresses the specific form of the interval hypotheses. In particular, data has to be generated under the null hypothesis, which implicitly defines a manifold for the parameter vector. The results are illustrated by means of a simulation study and a data example. It is demonstrated that the new methods substantially improve currently available approaches with respect to power and approximation of the nominal level.

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