Characterization of the exact finite-sample distribution of a routine test statistic for non-nested regressions

DOI10.1016/0167-7152(95)00150-6zbMath0861.62013OpenAlexW2019073332MaRDI QIDQ1126120

Jerzy Szroeter

Publication date: 27 April 1997

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

Full work available at URL: https://doi.org/10.1016/0167-7152(95)00150-6

zbMATH Keywords

eigenvaluescharacterizationapproximationsmost powerful testexact finite-sample distributionnon-nested alternativenon-nested regressionsStudent T and root-F mixture

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15) Characterization and structure theory of statistical distributions (62E10)

Related Items (1)

Does sequential augmenting of simple linear heteroscedastic regression reduce variances of ordinary least-squares estimators?

Cites Work

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• Tests of non-nested regression models. Small sample adjustments and Monte Carlo evidence
• Several Tests for Model Specification in the Presence of Alternative Hypotheses
• The underlying structure of nonnested hypothesis tests

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