Alternative Procedures to Discriminate Non Nested Multivariate Linear Regression Models

DOI10.1080/03610920500203687zbMath1072.62050OpenAlexW2096044431MaRDI QIDQ5697399

Marcelo Fernandes, Basilio de Bragança Pereira, Maria Ivanilde Araújo

Publication date: 17 October 2005

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

Full work available at URL: http://qmro.qmul.ac.uk/xmlui/handle/123456789/16196

zbMATH Keywords

posteriorfractionalBayes factors: intrinsicnon nested hypothesisseparate families of hypothesis

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15) Bayesian inference (62F15)

Related Items (1)

Nonnested Testing for Competing Autoregressive Dynamic Models Estimated by Instrumental Variables

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