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Testing several nonnested regressions simultaneously. A nonparametric approach |
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| Authors: | Victor Aguirre-Torres |
| Affiliation: | Probability and Statistics Department, IIMAS-UNAM, Apartado Postal 20-726, Admón, No. 20, 01000 México, D.F.,Mexico |
| Abstract: | A test for the problem of choosing between several nonnested nonlinear regression models simultaneously is presented. The test does not require an explicit specification of a parametric family of distributions for the error term and has a closed form. |
| Keywords: | robust regression semingly unrelated nonlinear regressions asymptotically distribution free tests |
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