Traditional and proposed tests of slope homogeneity for non-normal and heteroscedastic data

The purpose of this study was to develop and compare tests of independent groups’ slopes for non-normal distributions and heteroscedastic variances, including slope tests based on least squares, Theil–Sen, and trimmed estimation approaches. A slope test based on jackknife standard error estimates is proposed that can utilize each of the traditional estimation methods while also addressing problematic aspects of methods’ standard error estimates. Simulations demonstrate that the proposed jackknife-based slope tests can improve standard error estimation, Type I error, and power relative to the traditional slope tests.