✦ LIBER ✦

A score test for non-nested hypotheses with applications to discrete data models

✍ Scribed by J. M. C. Santos Silva

Publisher: John Wiley and Sons
Year: 2001
Tongue: English
Weight: 156 KB
Volume: 16
Category: Article
ISSN: 0883-7252
DOI: 10.1002/jae.601

No coin nor oath required. For personal study only.

✦ Synopsis

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 variable of interest. Given its characteristics, the proposed test is particularly attractive to check the distributional assumptions in models for discrete data. The usefulness of the test is illustrated with an application to models for recreational boating trips. Copyright © 2001 John Wiley & Sons, Ltd.

📜 SIMILAR VOLUMES

Non-parametric tests in AR models with a

Non-parametric tests in AR models with applications to climatic data

✍ Marc Hallin; Toufik Zahaf; Jana Jurečková; Jaroslava Kalvova; Jan Picek 📂 Article 📅 1997 🏛 John Wiley and Sons 🌐 English ⚖ 158 KB

New non-parametric tests of the order of the autoregression in a time series model were recently developed by Hallin and JurecAE kovaÂ . The main tool of these tests is the autoregression rank scores. After a brief description of the tests, their performance on simulated AR(1) time series is illustr

Multiple Tests for Different Sets of Var

Multiple Tests for Different Sets of Variables Using a Data-Driven Ordering of Hypotheses, with an Application to Gene Expression Data

✍ S. Kropf; J. Läuter 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 133 KB 👁 2 views

A NON-PARAMETRIC TEST FOR INTERVAL-CENSO

A NON-PARAMETRIC TEST FOR INTERVAL-CENSORED FAILURE TIME DATA WITH APPLICATION TO AIDS STUDIES

✍ JIANGUO SUN 📂 Article 📅 1996 🏛 John Wiley and Sons 🌐 English ⚖ 533 KB

Interest often centres on the comparison of failure time distributions based on interval-censored failure time data such as in the work by Finkelstein, in which she proposed a score test under continuous proportional hazards model. In this article, we consider a different situation in which the unde

A flexible parametric selection model fo

A flexible parametric selection model for non-normal data with application to health care usage

✍ James E. Prieger 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 287 KB

## Abstract I examine the effects of insurance status and managed care on hospitalization spells, and develop a new approach for sample selection problems in parametric duration models. MLE of the Flexible Parametric Selection (FPS) model does not require numerical integration or simulation techniq

A discrete time model for software relia

A discrete time model for software reliability with application to a flight control software

✍ Anup Dewanji; Debasis Sengupta; Ashis Kumar Chakraborty 📂 Article 📅 2011 🏛 John Wiley and Sons 🌐 English ⚖ 128 KB 👁 2 views

This work is motivated by a particular software reliability problem in a unit of flight control software developed by the Indian Space Research Organization (ISRO), in which the testing of the software is carried out in multiple batches, each consisting of several runs. As the errors are found durin

A discrete random effects probit model w

A discrete random effects probit model with application to the demand for preventive care

✍ Partha Deb 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 134 KB 👁 1 views

## Abstract I have developed a random effects probit model in which the distribution of the random intercept is approximated by a discrete density. Monte Carlo results show that only three to four points of support are required for the discrete density to closely mimic normal and chi‐squared densit