Testing Nonnested Models

Howard Doran

American Journal of Agricultural Economics, 1993, vol. 75, issue 1, 95-103

Abstract: Applied economic research often involves testing between nonnested models. In such situations informal criteria are often used in preference to readily available testing procedures. This article deals with regression-based tests between nonnested models, showing the development of the J- and JA-tests from the Cox principle. Testing between linear and log-linear models is discussed as an example of how tests can be constructed when the dependent variables of competing models have a monotonic functional relationship. An empirical example is given to illustrate the procedures.

Date: 1993
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Persistent link: https://EconPapers.repec.org/RePEc:oup:ajagec:v:75:y:1993:i:1:p:95-103.

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