Comparison of Local Power of Alternative Tests of Non-Nested Regression Models
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Publication:3347135
DOI10.2307/1911874zbMath0553.62062OpenAlexW2059329569MaRDI QIDQ3347135
Publication date: 1982
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1911874
asymptotic powerlocal powersmall sample propertiesJ testF testCox's non-nested testtesting non-nested regression models
Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15) Monte Carlo methods (65C05)
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