The pseudo-true score encompassing test for non-nested hypotheses

A score test for non-nested hypotheses w

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

✍ J. M. C. Santos Silva 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 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