Examination of k regression lines

In the present work we study the problem of k regression lines in the general linear model. First we describe the general linear model with a multivariate normal distribution of errors and we show some of its basic characteristics. Then we introduce a model with k regression lines. Further, we describe a test for testing the hypothesis of two regression lines being parallel and another one for testing all or some of the k regression lines being parallel or identical. Then we derive the test of the submodel of the general linear model and analyze issues such as the power of this test, the submodel of another submodel, the orthogonality and reparametrization. We show geometric interpretations of the general linear model and of the submodel test as well. In the subsequent part, we focus on nonparametric tests. We present four permutation tests for testing the submodel in the general linear model. Finally we perform numerical simulation to find out whether the tests match the required size and to determine their power