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A simulation approach to the problem of computing Cox's statistic for testing nonnested models - MaRDI portal

A simulation approach to the problem of computing Cox's statistic for testing nonnested models (Q1801424)

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scientific article; zbMATH DE number 202520
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English
A simulation approach to the problem of computing Cox's statistic for testing nonnested models
scientific article; zbMATH DE number 202520

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    A simulation approach to the problem of computing Cox's statistic for testing nonnested models (English)
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    18 July 1993
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    probit models
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    logit models
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    Cox statistic
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    tests of nonnested hypotheses
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    stochastic simulation
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    univariate binary choice models
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