Inference after separated hypotheses testing: an empirical investigation for linear models

DOI10.1080/00949655.2011.575783zbMath1431.62289OpenAlexW2119250498MaRDI QIDQ5300814

Abdolreza Sayyareh

Publication date: 28 June 2013

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2011.575783

zbMATH Keywords

Bayesian information criterionnon-nested modelsKullback-LeiblerVuong's testmis-specified modelsCox's testAkaike type model selection criteria

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Statistical aspects of information-theoretic topics (62B10)

Related Items (2)

Non-nested hypothesis testing inference for GAMLSS models ⋮ Tracking interval for selecting between non-nested models: an investigation for type II right censored data

Cites Work

• Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
• Alternative procedures and associated tests of significance for non- nested hypotheses
• Regularity conditions for Cox's test of non-nested hypotheses
• Estimating a difference of Kullback-Leibler risks using a normalized difference of AIC
• Asymptotic mean efficiency of a selection of regression variables
• Some aspects of testing non-nested hypotheses
• Estimating the dimension of a model
• An application of multiple comparison techniques to model selection
• On distribution of AIC in linear regression models
• A simulation approach to the problem of computing Cox's statistic for testing nonnested models
• Bootstrap \(J\) tests of nonnested linear regression models
• A large-sample model selection criterion based on Kullback's symmetric divergence
• Akaike's information criterion and recent developments in information complexity
• Several Tests for Model Specification in the Presence of Alternative Hypotheses
• On the General Problem of Model Selection
• Testing Non-Nested Nonlinear Regression Models
• Unbiased estimating equations derived from statistics that are functions of a parameter
• MULTIPLE COMPARISONS OF LOG-LIKELIHOODS AND COMBINING NONNESTED MODELS WITH APPLICATIONS TO PHYLOGENETIC TREE SELECTION
• A non-nested test of level-differenced versus log-differenced stationary models
• Maximum Likelihood Estimation of Misspecified Models
• A note about model selection and tests for non-nested contingent valuation models

This page was built for publication: Inference after separated hypotheses testing: an empirical investigation for linear models