An illustration of Cox's non-nested testing procedure for logit and probit models
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Publication:951879
DOI10.1016/S0167-9473(02)00216-5zbMATH Open1430.62252MaRDI QIDQ951879FDOQ951879
Authors: Chiara Monfardini 
Publication date: 4 November 2008
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
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- A simulation approach to the problem of computing Cox's statistic for testing nonnested models
- Testing non-nested log-linear models with pseudo estimator
- A nonparametric test for covariate-adjusted models
- Testing for nonadditivity in log-linear and logit models
Parametric hypothesis testing (62F03) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)
Cites Work
- Testing Non-Nested Nonlinear Regression Models
- Specification Tests in Econometrics
- Title not available (Why is that?)
- Title not available (Why is that?)
- Specification Tests for the Multinomial Logit Model
- The bootstrap and Edgeworth expansion
- Testing nested or non-nested hypotheses
- Comparisons of Normal and Logistic Models in the Bivariate Dichotomous Analysis
- On the General Problem of Model Selection
- Regularity conditions for Cox's test of non-nested hypotheses
- Model specification tests against non-nested alternatives
- A simulation approach to the problem of computing Cox's statistic for testing nonnested models
- Testing Linear versus Logarithmic Regression Models
- Title not available (Why is that?)
- A non-nested test of level-differenced versus log-differenced stationary models
Cited In (4)
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