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|Title:||A score test for non-nested hypotheses with applications to discrete data models|
|Authors:||Silva, J. M. C. Santos|
Discrete Data Models
|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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