A hybrid test for non-nested models

Wilson, Paul

dc.contributor.author	Wilson, Paul
dc.contributor.editor	Del Castillo, Joan
dc.contributor.editor	Espinal, Anna
dc.contributor.editor	Puig, Pere
dc.date.accessioned	2019-07-26T08:39:52Z
dc.date.available	2019-07-26T08:39:52Z
dc.date.issued	2007-07-02
dc.identifier.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.	en
dc.identifier.isbn	9788469059432	en
dc.identifier.uri	http://hdl.handle.net/2436/622599
dc.description.abstract	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.	en
dc.format	application/PDF	en
dc.language.iso	en	en
dc.publisher	Statistical Modelling Society	en
dc.relation.url	http://www.statmod.org/workshops_archive_proceedings_2007.htm	en
dc.subject	Non-nested models	en
dc.subject	Vuong’s test	en
dc.subject	model discrimination.	en
dc.title	A hybrid test for non-nested models	en
dc.type	Conference contribution	en
dc.date.updated	2019-07-24T11:53:45Z
dc.conference.name	22nd International Workshop on Statistical Modelling
dc.conference.location	Barcelona
pubs.finish-date	2007-07-06
pubs.start-date	2007-07-02
dc.date.accepted	2007-03-06
rioxxterms.funder	University of Wolverhampton	en
rioxxterms.identifier.project	UOW260719PW	en
rioxxterms.version	VoR	en
rioxxterms.licenseref.uri	https://creativecommons.org/licenses/by/4.0/	en
rioxxterms.licenseref.startdate	2019-07-26	en
dc.source.beginpage	597
dc.source.endpage	601
refterms.dateFCD	2019-07-26T08:39:41Z
refterms.versionFCD	VoR
refterms.dateFOA	2019-07-26T08:39:52Z