Comparing Conditional Means and Variances in a Regression Model with Measurement Errors of Known Variances

When both variables in a normal regression model are masked by measurement errors of known variances, it is possible to obtain inferences about the parameters relating to the regression of the true variables. For two-sample problems, this article proposes tests of hypotheses of equality of (1) the regression coefficients and of (2) the residual variances, assuming a joint normal distribution on the predictor and predicted variables.