Characterization of the exact finite-sample distribution of a routine test statistic for non-nested regressions

J. Szroeter

Statistics & Probability Letters, 1996, vol. 29, issue 1, 9-14

Abstract: This paper obtains a complete characterization of the previously unknown exact finite-sample distribution of a routine statistic for testing a linear regression function against a non-nested alternative. Simple approximations to the exact distribution are investigated.

Keywords: Non-nested; regressions; Most; powerful; test; Eigenvalues; Exact; finite-sample; distribution; Student; T; and; root-F; mixture; Approximations (search for similar items in EconPapers)
Date: 1996
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0167-7152(95)00150-6
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:29:y:1996:i:1:p:9-14

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().