A score test for non-nested hypotheses with applications to discrete data models
Data(s) |
25/07/2012
25/07/2012
01/12/1996
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Resumo |
This paper suggests that a convenient score test against non-nested alternatives can be constructed from the linear combination of the likelihood functions of the competing models. It is shown that this procedure is essentially a test for the correct specification of the conditional distribution of the variable of interest. |
Identificador | |
Idioma(s) |
eng |
Direitos |
openAccess |
Palavras-Chave | #Non-nested #Linear combination #Discrete Data Models |
Tipo |
other |