This paper investigates the problem whether the difference between two parametric models m 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 H 0 : d(m 1 , m 2 ) ≥ ε versus H 1 : d(m 1 , m 2 ) < ε to demonstrate equivalence between the two regression curves m 1 , m 2 for a pre-specified threshold ε, where d denotes a distance measuring the distance between m 1 and m 2 . Our approach is based on the asymptotic properties of a suitable estimator d(m 1 ,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. 1 arXiv:1505.05266v3 [stat.ME] 7 Jun 2016 particular difficulties arising in the problem of testing (parametric) interval hypotheses. In particular, resampling has to be performed under the null hypothesis H 0 : d(m 1 , m 2 ) ≥ ε, which defines (implicitly) a manifold in the parameter space. We prove consistency of the bootstrap test and demonstrate by means of a simulation study that it yields an improvement of the approximation of the nominal level for small sample sizes. In Section 4 the maximal deviation between the two curves is considered as a measure of similarity, for which corresponding results are substantially harder to derive. For example, we prove weak convergence of a corresponding test statistic, but the limit distribution depends in a complicated way on the extremal points of the difference between the "true" curves. This problem is again solved by developing a bootstrap test. The finite sample properties of the new methodology are illustrated in Section 5, where we also provide a comparison with the method of Gsteiger et al. (2011). In particular, it is demonstrated that the methodology proposed in this paper is more powerful than the test proposed by these authors. The methods are illustrated with an example in Section 6. Technical details and proofs are deferred to an appendix in Section 7.
Equivalence of regression curvesWe consider two, possibly different, regression models m 1 , m 2 to describe the relationship between a response variable Y and several covariates for two different groups = 1, 2:Y ,i,j = m (x ,i , β ) + η ,i,j , j = 1, . . . , n ,i , i = 1, . . . , k .(2.1)Here, the covariate region is denoted by X ⊂ R d , x ,i denotes the ith dose level (in group ), n ,i the number of patients treated at dose level x ,i and k the number of different dose levels in group . Further, n ...