Comparing Non-Nested Linear Models
From MaRDI portal
Publication:3685000
DOI10.2307/2288709zbMath0568.62035OpenAlexW4237779987MaRDI QIDQ3685000
Publication date: 1984
Full work available at URL: https://doi.org/10.2307/2288709
Hotelling's testparametric bootstrap methodsApproximate confidence intervalsMallow's \(C_ p\) estimatemean squared error (MSE) of predictionnon-nested linear models
Estimation in multivariate analysis (62H12) Parametric tolerance and confidence regions (62F25) Linear regression; mixed models (62J05) Bayesian inference (62F15)
Related Items (11)
A Bayesian model selection method with applications ⋮ NONNESTED LINEAR MODEL SELECTION REVISITED ⋮ Non-nested linear models: A conditional confidence approach ⋮ On the validity of the likelihood ratio and maximum likelihood methods ⋮ Combining Information from Similar Experiments: I. Statistical Issues ⋮ Mean squared errors of forecast for selecting nonnested linear models and comparison with other criteria ⋮ Statistical tests for comparing possibly misspecified and nonnested models ⋮ Discrepancy risk model selection test theory for comparing possibly misspecified or nonnested models ⋮ Generalized linear modeling methods for selection component experiments ⋮ Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics ⋮ Comparison of alternative functional forms in production
This page was built for publication: Comparing Non-Nested Linear Models
