EditorsDel Castillo, Joan
MetadataShow full item record
AbstractCompared 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.
CitationWilson, 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.
PublisherStatistical Modelling Society
Except where otherwise noted, this item's license is described as https://creativecommons.org/licenses/by/4.0/