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Regularity conditions for cox's test of non-nested hypotheses

✍ Scribed by Halbert White


Publisher
Elsevier Science
Year
1982
Tongue
English
Weight
838 KB
Volume
19
Category
Article
ISSN
0304-4076

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A score test for non-nested hypotheses w
✍ J. M. C. Santos Silva πŸ“‚ Article πŸ“… 2001 πŸ› John Wiley and Sons 🌐 English βš– 156 KB

## 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