Encompassing and Specificity
A model M is said to encompass another model N if the former can explain the results obtained by the latter. In this paper, we propose a general notion of encompassing that covers both classical and Bayesian viewpoints and essentially represents a concept of sufficiency among models. We introduce the parent notion of specificity that aims at measuring lack of encompassing. Tests for encompassing are discussed and the test statistics are compared to Bayesian posterior odds. Operational approximations are offered to cover situations where exact solutions cannot be obtained.
Volume (Year): 12 (1996)
Issue (Month): 04 (October)
|Contact details of provider:|| Postal: Cambridge University Press, UPH, Shaftesbury Road, Cambridge CB2 8BS UK|
Web page: http://journals.cambridge.org/jid_ECT
When requesting a correction, please mention this item's handle: RePEc:cup:etheor:v:12:y:1996:i:04:p:620-656_00. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Keith Waters)
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.