Non-nested Hypotheses
نویسنده
چکیده
This article provides an overview of the literature on hypotheses testing when the hypotheses or models under consideration are non-nested. Two models are said to be non-nested if neither can be obtained from the other by some limiting process, including the imposition of equality and/or inequality constrains on one of the model's parameters. Relevant concepts such as closeness measures and pseudo-true values are discussed and alternative approaches to testing non-nested hypotheses, including the Cox procedure, artificial nesting and the encompassing approach, are reviewed. The Voung approach to model selection is also covered.
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