Alternative Procedures to Discriminate Non Nested Multivariate Linear Regression Models

DOI10.1080/03610920500203687zbMATH Open1072.62050OpenAlexW2096044431MaRDI QIDQ5697399FDOQ5697399

Authors: Maria Ivanilde Araújo, Marcelo Fernandes, Basilio de Bragança Pereira 

Publication date: 17 October 2005

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: http://qmro.qmul.ac.uk/xmlui/handle/123456789/16196

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zbMATH Keywords

fractionalposteriorBayes factors: intrinsicnon nested hypothesisseparate families of hypothesis

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Bayesian inference (62F15) Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15)

Cites Work

• Title not available (Why is that?)
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• The significance of testing empirical non-nested models
• Testing AR(1) Against MA(1) Disturbances in the Linear Regression Model: An Alternative Procedure
• A non-nested test of level-differenced versus log-differenced stationary models
• A comparison of nonnested tests for misspecified models using the method of approximate slopes
• A nonnested approach to testing continuous time models against discrete alternatives

Cited In (4)

• Discriminating between nonnested models
• Nonnested testing for competing autoregressive dynamic models estimated by instrumental variables
• Linear Predictivity: An Alternative for MANOVA and Multivariate Multiple Regression
• Model choice in nonnested families

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