IDEAS home Printed from https://ideas.repec.org/p/qed/wpaper/503.html
   My bibliography  Save this paper

Tests for Two Separate Regressions

Author

Listed:
  • Gordon R. Fisher

Abstract

Several recently proposed tests for separate regressions are examined in light of recommendations by Cox (1961). This points to simplified criteria and emphasizes the unity underlying the tests. The exact distributions of some of the tests are developed and given a geometrical characterization. An orthogonal decomposition is proposed which provides a direct link between the F-test and tests based upon artificial nesting.

Suggested Citation

  • Gordon R. Fisher, 1982. "Tests for Two Separate Regressions," Working Paper 503, Economics Department, Queen's University.
    • Handle: RePEc:qed:wpaper:503
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a
    for a similarly titled item that would be available.

    Other versions of this item:

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Dastoor, Naorayex K. & Fisher, Gordon, 1988. "On Point-Optimal Cox Tests," Econometric Theory, Cambridge University Press, vol. 4(1), pages 97-107, April.
    2. Michelis, Leo, 1999. "The distributions of the J and Cox non-nested tests in regression models with weakly correlated regressors," Journal of Econometrics, Elsevier, vol. 93(2), pages 369-401, December.
    3. Kenneth Stewart & Kenneth Stewart, 2000. "GNR, MGR, and exact misspeclfication testing," Econometric Reviews, Taylor & Francis Journals, vol. 19(2), pages 233-240.
    4. Kenneth Stewart, 1997. "Exact testing in multivariate regression," Econometric Reviews, Taylor & Francis Journals, vol. 16(3), pages 321-352.
    5. Luc Anselin, 1988. "Model Validation in Spatial Econometrics: A Review and Evaluation of Alternative Approaches," International Regional Science Review, , vol. 11(3), pages 279-316, December.
    6. Mora, Juan, 1994. "Semiparametric testing of non-nested models: an application to Engel Curves specification," DES - Working Papers. Statistics and Econometrics. WS 3953, Universidad Carlos III de Madrid. Departamento de Estadística.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:qed:wpaper:503. See general information about how to correct material in RePEc.

    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.

    We have no bibliographic references for this item. You can help adding them by using 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 RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Mark Babcock (email available below). General contact details of provider: https://edirc.repec.org/data/qedquca.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.