Alternative Procedures to Discriminate Non Nested Multivariate Linear Regression Models

DOI10.1080/03610920500203687MaRDI QIDQ5697399zbMATH OpenOpenAlexFDO

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

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)

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Cites work

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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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