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Non-Nested Testing In Logit Models: An Alternative Approach

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  • Eales, James S.

Abstract

An asymptotic non-nested hypothesis testing framework is developed, which may be applied to logit models with three or more alternatives. Its advantage over the other currently available frameworks is that its application does not require the estimation of a third logit model. This can be important in economic applications.

Suggested Citation

  • Eales, James S., 1985. "Non-Nested Testing In Logit Models: An Alternative Approach," 1985 Annual Meeting, August 4-7, Ames, Iowa 278527, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    • Handle: RePEc:ags:aaea85:278527
    DOI: 10.22004/ag.econ.278527
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    References listed on IDEAS

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    7. Gourieroux, Christian & Monfort, Alain & Trognon, Alain, 1983. "Testing nested or non-nested hypotheses," Journal of Econometrics, Elsevier, vol. 21(1), pages 83-115, January.
    8. Pesaran, M H, 1982. "Comparison of Local Power of Alternative Tests of Non-Nested Regression Models," Econometrica, Econometric Society, vol. 50(5), pages 1287-1305, September.
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