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请教:comparison of Chow test statistics [推广有奖]

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cosa 发表于 2009-6-22 23:07:38 |AI写论文

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Does anyone know some literatures about the comparison of Chow-test statisticsfrom different models?

If I have two different regression models(different # of regressors) for same data set, and I do Chow test for these 2 different regression models. Does the resulted Chow-statistics compariable? Can I conclude that the model, which has larger Chow-statistics, is better than the other one?  

Thanks in advance!
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关键词:Statistics Comparison CHOW TEST statistic Statist test Statistics Comparison Chow

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mgymgy 发表于2楼  查看完整内容

I think you need to read something about non-nested hypotheses. Chow test is just the traditional nested test.

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mgymgy 发表于 2009-6-23 15:56:53
I think you need to read something about non-nested hypotheses. Chow test is just the traditional nested test.
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