TESTING NONNESTED LINEAR HYPOTHESES I: REDUCTION BY INVARIANCE CONSIDERATIONS

J. Bouman

No 272284, Econometric Institute Archives from Erasmus University Rotterdam

Abstract: This paper is concerned with the problem of testing nonnested linear hypotheses. The problem is expressed in terms of the relevant linear (vector) subspaces. The "degree of nonnestedness" of the hypotheses is examined. After a suitable linear transformation, the vector of observations is reduced by invariance considerations to a 2—dimensional statistic. It is shown that the power function of invariant tests depends on the regressor matrices through certain characteristic numbers which measure "the degree of nonnestedness" of the linear hypotheses.

Keywords: Agricultural and Food Policy; Research Methods/Statistical Methods (search for similar items in EconPapers)
Pages: 111
Date: 1984
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:ags:eureia:272284

DOI: 10.22004/ag.econ.272284

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