On exact and asymptotic tests of non-nested models

DOI10.1016/0167-7152(87)90020-4zbMath0603.62079OpenAlexW1976014221WikidataQ56806330 ScholiaQ56806330MaRDI QIDQ1082755

Michael McAleer, Anil K. Bera

Publication date: 1987

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2142/29349

zbMATH Keywords

asymptotic testsexact testsCox testAtkinson testfinite sample relationsnon-nested linear regression models

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Linear inference, regression (62J99) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (2)

Post-\(J\) test inference in non-nested linear regression models ⋮ Least squares model averaging for two non-nested linear models

Cites Work

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• Alternative procedures and associated tests of significance for non- nested hypotheses
• Comparison of Local Power of Alternative Tests of Non-Nested Regression Models
• Several Tests for Model Specification in the Presence of Alternative Hypotheses
• On the General Problem of Model Selection
• Extensions of the General Linear Hypothesis Model

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