Non-Nested Models and the Likelihood Ratio Statistic: A Comparison of Simulation and Bootstrap Based Tests
نویسندگان
چکیده
منابع مشابه
Non-Nested Models and the Likelihood Ratio Statistic: A Comparison of Simulation and Bootstrap Based Tests
We consider an alternative use of simulation in the context of using the Likelihood-Ratio statistic to test non-nested models. To date simulation has been used to estimate the Kullback-Leibler measure of closeness between two densities, which in turn ’mean adjusts’ the Likelihood-Ratio statistic. Given that this adjustment is still based upon asymptotic arguments, an alternative procedure is to...
متن کاملLikelihood-ratio tests for order-restricted log-linear models: A comparison of asymptotic and bootstrap methods
This paper discusses the testing of log-linear models with inequality constraints using both asymptotic and empirical approaches. Two types of likelihood ratio tests statistics are investigated: one comparing the order-restricted model to the independence model, which is the most restricted model, and the other comparing the order-restricted model to the saturated model, or the data. As far as ...
متن کاملa corpus-based study of the frequency of personal pronouns in translated and comparable non-translated persian texts
چکیده ندارد.
15 صفحه اولNonparametric Bootstrap for Quasi-Likelihood Ratio Tests∗
We introduce a nonparametric bootstrap approach for Quasi-Likelihood Ratio type tests of nonlinear restrictions. Our method applies to extremum estimators, such as quasimaximum likelihood and generalized method of moments estimators. Unlike existing parametric bootstrap procedures for Quasi-Likelihood Ratio type tests, our procedure constructs bootstrap samples in a fully nonparametric way. We ...
متن کاملa comparison of teachers and supervisors, with respect to teacher efficacy and reflection
supervisors play an undeniable role in training teachers, before starting their professional experience by preparing them, at the initial years of their teaching by checking their work within the proper framework, and later on during their teaching by assessing their progress. but surprisingly, exploring their attributes, professional demands, and qualifications has remained a neglected theme i...
15 صفحه اولذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2003
ISSN: 1556-5068
DOI: 10.2139/ssrn.394341