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A Global Sensitivity Test for Evaluating Statistical Hypotheses with Nonidentifiable Models

✍ Scribed by D. Todem; J. Fine; L. Peng


Book ID
109224224
Publisher
John Wiley and Sons
Year
2009
Tongue
English
Weight
216 KB
Volume
66
Category
Article
ISSN
0006-341X

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## Abstract In this paper it is shown that a convenient score test against non‐nested alternatives can be constructed from the linear combination of the likelihood functions of the competing models. This is essentially a test for the correct specification of the conditional distribution of the vari