An illustration of Cox's non-nested testing procedure for logit and probit models

DOI10.1016/S0167-9473(02)00216-5zbMath1430.62252MaRDI QIDQ951879

Chiara Monfardini

Publication date: 4 November 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

zbMATH Keywords

bootstrapdiscrete choice modelsnon-nested testingsimulation-based inference

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03)

Related Items (2)

Second special issue on computational econometrics ⋮ Optimal design to discriminate between rival copula models for a bivariate binary response

Cites Work

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• Regularity conditions for Cox's test of non-nested hypotheses
• Testing nested or non-nested hypotheses
• A simulation approach to the problem of computing Cox's statistic for testing nonnested models
• Comparisons of Normal and Logistic Models in the Bivariate Dichotomous Analysis
• Specification Tests for the Multinomial Logit Model
• Model specification tests against non-nested alternatives
• Testing Linear versus Logarithmic Regression Models
• On the General Problem of Model Selection
• Testing Non-Nested Nonlinear Regression Models
• Specification Tests in Econometrics
• A non-nested test of level-differenced versus log-differenced stationary models
• The bootstrap and Edgeworth expansion

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