The Encompassing Principle and its Application to Testing Non-Nested Hypotheses
โ Scribed by Grayham E. Mizon and Jean-Francois Richard
- Book ID
- 120538187
- Publisher
- John Wiley and Sons
- Year
- 1986
- Tongue
- English
- Weight
- 430 KB
- Volume
- 54
- Category
- Article
- ISSN
- 0012-9682
- DOI
- 10.2307/1911313
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
## Abstract In this paper it is shown that a convenient score test against nonโnested 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
This paper proposes a test statistic for discriminating between two partly non-linear regression models whose parametric components are non-nested. The statistic has the form of a J-test based on a parameter which artiยฎcially nests the null and alternative hypotheses. We study in detail the realisti