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Please use this identifier to cite or link to this item:
http://hdl.handle.net/10362/7650
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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. |
| URI: | http://hdl.handle.net/10362/7650 |
| Appears in Collections: | ISEGI - Working Papers
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