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Discriminating Methods: Tests for Non-nested Discrete Choice Models

✍ Scribed by Kevin A. Clarke; Curtis S. Signorino

Book ID
110994621
Publisher
John Wiley and Sons
Year
2010
Tongue
English
Weight
409 KB
Volume
58
Category
Article
ISSN
0032-3217

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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