Some aspects of testing non-nested hypotheses |
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Authors: | Naorayex K. Dastoor |
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Affiliation: | University of Liverpool, Liverpool L69 3BX, UK |
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Abstract: | This paper examines some aspects of testing non-nested hypotheses. An inequality between the Cox and Atkinson statistics is noted, and the necessary and sufficient condition for the Atkinson test to be consistent is derived. A new test procedure is also outlined. The rest of the paper illustrates the various test statistics, their properties, and relationships for competing linear regression models. |
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