文章基本信息

标题：Effect of small-sample adjustments for Cox test under non-nested linear regression models
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作者：Taisuke Otsu
期刊名称：Economics Bulletin
电子版ISSN：1545-2921
出版年度：2004
卷号：3
出版社：Economics Bulletin
摘要：We consider the effect of Godfrey and Pesaran's (1983) two small-sample adjustments for the Cox (1961, 1962) non-nested test statistic under linear regression models. Based on convenient representations of the test statistics in terms of the correlation coefficients, we compare the confidence contours of the test statistics.