Authors
Wilson, PaulEditors
Del Castillo, JoanEspinal, Anna
Puig, Pere
Issue Date
2007-07-02
Metadata
Show full item recordAbstract
Compared to tests for nested models, little attention has been given to methods that test the log-likelihood ratios of non-nested models. We outline two such methods, Cox’s and Vuong’s, highlighting the advantages and disadvantages of both. We propose a hybrid test that combines the advantages both methods, without their disadvantages.Citation
Wilson, P. (2007) A Hybrid Test for Non-Nested Models, in del Castillo, J., Espinal, A. and Puig, P. (Eds.) Proceedings of the 22nd International Workshop on Statistical Modelling. Barcelona, 2-6 July 2007, pp. 597-601.Publisher
Statistical Modelling SocietyAdditional Links
http://www.statmod.org/workshops_archive_proceedings_2007.htmType
Conference contributionLanguage
enISBN
9788469059432Collections
Except where otherwise noted, this item's license is described as https://creativecommons.org/licenses/by/4.0/