Generalized p values in regression analysis

In regression analysis, in case of comparing two regression models and coefficients where the distribution of variables is not known, generalized p values may be used. The generalized p value is an extended version of the classical p value which provides only approximate solutions. Use of approximate methods, generalized p value, have beter results, performance with small samples. In this thesis, the generalized p value – which may be used alternatively when different assumptions aren't fulfilled - is researched theoretically; the suitable simulation program is written and an application in regression analysis is given. Keywords: Generalized p Values, Generalized p Values in Regression, Regression Analysis in Case of Assumption Violation, Comparison of Regression Coefficients