The behaviour of linear model selection tests under globally non-nested hypotheses

zbMATH Open1192.62056MaRDI QIDQ3580332FDOQ3580332

Authors: Mitchell Watnik, W. O. Johnson 

Publication date: 12 August 2010

Recommendations

• NONNESTED LINEAR MODEL SELECTION REVISITED
• The distributions of the \(J\) and Cox non-nested tests in regression models with weakly correlated regressors
• Comparison of Local Power of Alternative Tests of Non-Nested Regression Models
• Statistical inference in non-nested econometric models
• Alternative procedures and associated tests of significance for non- nested hypotheses

zbMATH Keywords

powerasymptotic relative efficiencymultiple correlations\(J\)-test\(JA\)-testseparate hypotheses

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05)

Cited In (6)

• NONNESTED LINEAR MODEL SELECTION REVISITED
• Statistical inference in non-nested econometric models
• Alternative procedures and associated tests of significance for non- nested hypotheses
• Consistency of Bayes factor for nonnested model selection when the model dimension grows
• Linear signed rank test for model selection
• Comparison of Local Power of Alternative Tests of Non-Nested Regression Models

This page was built for publication: The behaviour of linear model selection tests under globally non-nested hypotheses

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3580332)