The Encompassing Principle and Its Application to Testing Non-nested Hypotheses
The Encompassing Principle and Its Application to Testing Non-nested Hypotheses
复制标题
包含原则及其在检验非嵌套假设中的应用
DOI：
10.2307/1911313
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发表时间：
1986
期刊：
影响因子：
6.1
通讯作者：
J. Richard
中科院分区：
文献类型：
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作者：
G. Mizon;J. Richard
包含原则是用来开发一个测试框架，它统一了非嵌套测试的文献，允许分析的替代测试之间的关系，特别是使渐近和有限样本的等价性和身份，以建立容易时，他们存在，以及拥抱嵌套的假设检验。引入了检验的隐式零假设的概念，表明某些检验的有效接受域超出了与零相关的接受域，因此这类检验对与名义零和备择方案密切相关的固定备择方案可能是不一致的。该分析说明了两个非嵌套线性回归模型的应用程序，它表明，传统的F检验，以及所有的一个自由度的非嵌套检验，具有包容性的解释，和F检验是一个“完整的”参数包容性检验。
The encompassing principle is used to develop a testing framework which unifies the literature on non-nested testing, allowing analysis of the relationship between alternative tests and in particular enabling asymptotic and finite sample equivalences and identities to be established easily when they exist, as well as embracing nested hypothesis testing. The concept of the implicit null hypothesis of a test is introduced to show that the effective acceptance region for some tests extends beyond the acceptance region corresponding to the null of interest, and so such tests can be inconsistent against fixed alternatives closely related to the nominal null and alternative. The analysis is illustrated by an application to two non-nested linear regression models, and it is shown that the conventional F test, as well as all the one degree of freedom non-nested tests, has an encompassing interpretation, and that the F test is a "complete" parametric encompassing test.
DOI：
10.2307/2528652
发表时间：
1972-07
期刊：
--
影响因子：
--
作者：
T. Anderson
通讯作者：
T. Anderson