On non-nested regression models

Jiří Anděl

Commentationes Mathematicae Universitatis Carolinae (1993)

  • Volume: 34, Issue: 2, page 335-340
  • ISSN: 0010-2628

Abstract

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A generalization of a test for non-nested models in linear regression is derived for the case when there are several regression models with more regressors.

How to cite

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Anděl, Jiří. "On non-nested regression models." Commentationes Mathematicae Universitatis Carolinae 34.2 (1993): 335-340. <http://eudml.org/doc/247474>.

@article{Anděl1993,
abstract = {A generalization of a test for non-nested models in linear regression is derived for the case when there are several regression models with more regressors.},
author = {Anděl, Jiří},
journal = {Commentationes Mathematicae Universitatis Carolinae},
keywords = {non-nested models; regression analysis; residual sum of squares; non-nested models},
language = {eng},
number = {2},
pages = {335-340},
publisher = {Charles University in Prague, Faculty of Mathematics and Physics},
title = {On non-nested regression models},
url = {http://eudml.org/doc/247474},
volume = {34},
year = {1993},
}

TY - JOUR
AU - Anděl, Jiří
TI - On non-nested regression models
JO - Commentationes Mathematicae Universitatis Carolinae
PY - 1993
PB - Charles University in Prague, Faculty of Mathematics and Physics
VL - 34
IS - 2
SP - 335
EP - 340
AB - A generalization of a test for non-nested models in linear regression is derived for the case when there are several regression models with more regressors.
LA - eng
KW - non-nested models; regression analysis; residual sum of squares; non-nested models
UR - http://eudml.org/doc/247474
ER -

References

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  2. Davidson R., MacKinnon J.G., Some non-nested hypothesis tests and the relations among them, Rev. Econom. Stud. 49 (1982), 551-565. (1982) Zbl0503.62045MR0681061
  3. Doran H.E., Applied Regression Analysis in Econometrics, Dekker New York and Basel (1989). (1989) Zbl0697.62102
  4. Fisher G., McAleer M., Alternative procedures and associated tests of significance for non-nested hypotheses, J. Econometrics 16 (1981), 103-119. (1981) Zbl0532.62098
  5. Hotelling H., The selection of variates for use in prediction, with some comments on the general problem of nuisance parameters, Ann. Math. Statist. 11 (1940), 271-283. (1940) Zbl0023.34206MR0002756
  6. Healy M.J.R., A significance test for the difference in efficiency between two predictors, J. Roy. Statist. Soc. Ser. B 17 (1955), 266-268. (1955) Zbl0067.11801MR0076247
  7. Kendall M.G., Stuart A., The Advanced Theory of Statistics. Vol. 2: Inference and Relationship, Griffin London second ed. Zbl0249.62003MR0474561
  8. MacKinnon J.G., Model specification tests against non-nested alternatives, Econometric Rev. 2 (1983), 85-110. (1983) Zbl0604.62116MR0707177
  9. McAleer M., Specification tests for separate models: a survey, In Specification Analysis in the Linear Model King M.L. and Giles D.E.A. Routledge & Kegan Paul London (1987). (1987) MR0899971
  10. Searle S.R., Linear Models, Wiley New York (1971). (1971) Zbl0218.62071MR0293792
  11. Williams E.J., The comparison of regression variables, J. Roy. Statist. Soc. Ser. B 21 (1959), 396-399. (1959) Zbl0097.35002MR0113255

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