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


Autoria(s): Silva, J. M. C. Santos
Data(s)

25/07/2012

25/07/2012

01/12/1996

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

http://hdl.handle.net/10362/7650

Idioma(s)

eng

Direitos

openAccess

Palavras-Chave #Non-nested #Linear combination #Discrete Data Models
Tipo

other