Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
From MaRDI portal
Publication:110331
DOI10.2307/1912557zbMATH Open0701.62106OpenAlexW1830719945WikidataQ80620077 ScholiaQ80620077MaRDI QIDQ110331FDOQ110331
Publication date: March 1989
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://authors.library.caltech.edu/81424/
Recommendations
- Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models
- Likelihood ratio tests for a class of non-oblique hypotheses
- Model selection confidence sets by likelihood ratio testing
- Publication:3481094
- Likelihood Ratio Specification Tests
- scientific article; zbMATH DE number 878577
- Publication:3477803
- Likelihood ratio tests for goodness-of-fit of a nonlinear regression model
model selectionasymptotic propertiesnormal distributionasymptotic distribution of the likelihood ratio statisticdirectional symmetric testsKullback-Leibler information criterionlikelihood ratio testsmisspecified modelsnon-nested hypothesesweighted sum of chi-square distributions
Parametric hypothesis testing (62F03) Nonparametric hypothesis testing (62G10) Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20)
Cited In (only showing first 100 items - show all)
- Modeling frequency and severity of claims with the zero-inflated generalized cluster-weighted models
- The negative binomial-inverse Gaussian regression model with an application to insurance ratemaking
- Proximal statistic: asymptotic normality
- A comparison of count data models with an application to daily cigarette consumption of young persons
- A new extension of the FGM copula for negative association
- Estimating case-based learning
- On a mixture model for directional data on the sphere
- Estimation of the Burr type III distribution with application in unified hybrid censored sample of fracture toughness
- Hurdle Blockmodels for Sparse Network Modeling
- Copula diagnostics for asymmetries and conditional dependence
- Heterogeneous round-trip trading and the emergence of volatility clustering in speculation game
- Development of an agent-based speculation game for higher reproducibility of financial stylized facts
- A new discrete distribution: properties and applications in medical care
- Degree course change and student performance: a mixed-effect model approach
- Quasi-Bayesian model selection
- Comparison of stochastic frontier models using the Hyvärinen factor
- A note about model selection and hypothesis test procedure to discriminate Poisson and Bell models
- The LZIP: A Bayesian latent factor model for correlated zero‐inflated counts
- Title not available (Why is that?)
- Regular vines with strongly chordal pattern of (conditional) independence
- Comparing software fault predictions of pure and zero-inflated Poisson regression models
- Bivariate exponentiated‐exponential geometric regression model
- A model for ordinal responses with heterogeneous status quo outcomes
- Extending greedy feature selection algorithms to multiple solutions
- Quasi-binomial zero-inflated regression model suitable for variables with bounded support
- Inference after estimation of breaks
- A new and intuitive test for zero modification
- Computing the asymptotic distribution of second-order \(U\)- and \(V\)-statistics
- Beauty and popularity in friendship networks -- evidence from migrant schools in China
- A novel claim size distribution based on a Birnbaum-Saunders and gamma mixture capturing extreme values in insurance: estimation, regression, and applications
- Modeling and Applications to Circular Data with a Wrapped Poisson-Lindley Model
- Inference and forecasting for continuous-time integer-valued trawl processes
- Statistical analysis of zero-inflated nonnegative continuous data: a review
- The distribution of strike size: empirical evidence from Europe and north America in the 19th and 20th centuries
- Estimation under mode effects and proxy surveys, accounting for non-ignorable nonresponse
- Boosted nonparametric hazards with time-dependent covariates
- MODELLING ZERO-INFLATED COUNT DATA WITH A SPECIAL CASE OF THE GENERALISED POISSON DISTRIBUTION
- A note on the weighting-type estimations of the zero-inflated Poisson regression model with missing data in covariates
- Sparse portfolio selection via Bayesian multiple testing
- The log‐power‐normal distribution with application to air pollution
- Likelihood-based tests for a class of misspecified finite mixture models for ordinal categorical data
- Competing risks regression with dependent multiple spells: Monte Carlo evidence and an application to maternity leave
- Test for model selection using Cramér-von Mises distance in a fixed design regression setting
- Model Selection Using Cramér–von Mises Distance
- New links for binary regression: an application to coca cultivation in Peru
- A likelihood ratio test for spatial model selection
- A problem in forensic science highlighting the differences between the Bayes factor and likelihood ratio
- A new extended normal regression model: simulations and applications
- Exponentiated-exponential geometric regression model
- Estimating doubly stochastic Poisson process with affine intensities by Kalman filter
- A model selection criterion for count models based on a divergence between probability generating functions
- Computation and application of generalized linear mixed model derivatives using \textit{lme4}
- A comparison of zero-inflated and hurdle models for modeling zero-inflated count data
- Discrete factor analysis using a dependent Poisson model
- Bad environments, good environments: a non-Gaussian asymmetric volatility model
- Comparing theories of one-shot play out of treatment
- On the one parameter unit-Lindley distribution and its associated regression model for proportion data
- The unit-Weibull distribution as an alternative to the Kumaraswamy distribution for the modeling of quantiles conditional on covariates
- A note about model selection and tests for non-nested contingent valuation models
- Comparing the accuracy of multivariate density forecasts in selected regions of the copula support
- Elections under biased candidate endorsements -- an experimental study
- Estimation of social preferences in generalized dictator games
- Asymmetric regression models with limited responses with an application to antibody response to vaccine
- Correlated random effects models with unbalanced panels
- Improvements of the Newton-Raphson method
- Measuring productivity growth under factor non-substitution: an application to US steam-electric power generation utilities
- On the dynamic dependence and asymmetric co-movement between the US and central and eastern European transition markets
- Multinomial choice models based on Archimedean copulas
- On uniform-negative binomial distribution including Gauss hypergeometric function and its application in count regression modeling
- Minimum distance estimators for count data based on the probability generating function with applications
- The gamma generalized normal distribution: a descriptor of SAR imagery
- The fragility of standard inferential approaches in principal stratification models relative to direct likelihood approaches
- A robust test for non-nested hypotheses
- What is beneath the surface? Option pricing with multifrequency latent states
- Estimating the historical and future probabilities of large terrorist events
- Discussion of ``Estimating the historical and future probabilities of large terrorist events by Aaron Clauset and Ryan Woodard
- Revisiting the location of FDI in China: a panel data approach with heterogeneous shocks
- Characterizations of proportional hazard and reversed hazard rate models based on symmetric and asymmetric Kullback-Leibler divergences
- Improving forecasts with the co-range dynamic conditional correlation model
- An empirical study on the Lanchester model of combat for competitive advertising decisions
- Through the looking glass: indirect inference via simple equilibria
- Duration dependence models for claim counts
- Nelson-Plosser revisited: the ACF approach
- The number of regimes across asset returns: identification and economic value
- Matching in the large: an experimental study
- Rare shocks vs. non-linearities: what drives extreme events in the economy? Some empirical evidence
- Network Influence Analysis
- Variable selection for zero‐inflated and overdispersed data with application to health care demand in Germany
- Selection of Vine Copulas
- Structure learning in Bayesian networks using regular vines
- Latent profile analysis with nonnormal mixtures: a Monte Carlo examination of model selection using fit indices
- Some Theoretical Comparisons of Negative Binomial and Zero-Inflated Poisson Distributions
- Choosing among alternative cost function specifications: an application to italian multi-utilities
- A test for the distributional comparison of simulated and historical data
- A generalized statistical model for the size distribution of wealth
- Firm-destination heterogeneity and the distribution of export intensity
- Poisson regression and zero-inflated Poisson regression: application to private health insurance data
- Commodity markets through the business cycle
- Copula approaches for modeling cross-sectional dependence of data breach losses
- Invariant tests based onM-estimators, estimating functions, and the generalized method of moments
This page was built for publication: Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q110331)
