Selection tests for possibly misspecified hierarchical multinomial marginal models

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Summary

As the richness of the family of hierarchical marginal models leads to comparing models that do not satisfy a nesting relationship, statistical tests for model selection from non-nested, possibly misspecified marginal models are introduced.

Type
article
Published
2019-07-24
Cited by
2
References
34

Keywords

Marginal model, Categorical variable, Marginal distribution, Econometrics, Model selection

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