NONNESTED LINEAR MODEL SELECTION REVISITED

DOI10.1081/STA-100001555zbMath1008.62624MaRDI QIDQ4541765

Edward J. Bedrick, Mitchell Watnik, Wesley O. Johnson

Publication date: 28 July 2002

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

zbMATH Keywords

separate hypothesesCox-type testfinite sample size correctionsj-testJA-test

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03)

Related Items (5)

APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001 ⋮ Post-\(J\) test inference in non-nested linear regression models ⋮ Least squares model averaging for two non-nested linear models ⋮ Nonnested Testing for Competing Autoregressive Dynamic Models Estimated by Instrumental Variables ⋮ Consistency of Bayes factor for nonnested model selection when the model dimension grows

Cites Work

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• Alternative procedures and associated tests of significance for non- nested hypotheses
• Tests of non-nested regression models. Small sample adjustments and Monte Carlo evidence
• Tests of non-nested regression models: Some results on small sample behaviour and the bootstrap
• The significance of testing empirical non-nested models
• Comparing Non-Nested Linear Models
• Several Tests for Model Specification in the Presence of Alternative Hypotheses
• On the General Problem of Model Selection
• The underlying structure of nonnested hypothesis tests
• Comparing Non-Nested Regression Models
• Testing Departure from a Regression, without Using Replication

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