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Title: A score test for non-nested hypotheses with applications to discrete data models
Authors: Silva, J. M. C. Santos
Keywords: Non-nested
Linear combination
Discrete Data Models
Issue Date: Dec-1996
Abstract: This paper suggests that a convenient score test against non-nested alternatives can be constructed from the linear combination of the likelihood functions of the competing models. It is shown that this procedure is essentially a test for the correct specification of the conditional distribution of the variable of interest.
Appears in Collections:NIMS - Working Papers

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