Which of the following is a test of nonnested models?
A)Davidson-MacKinnon test
B)Standard F test
C)Regression Specification Error Test
D)White test

Question

Which of the following is a test of nonnested models?​
A)​Davidson-MacKinnon test
B)​Standard F test
C)​Regression Specification Error Test
D)White test

Quizplus · Accepted Answer

The Davidson-MacKinnon test is specifically designed to compare nonnested models, which are models that cannot be derived from each other through restrictions or expansions of parameters. This test helps in determining which of two competing models is more consistent with the observed data.

Which of the Following Is a Test of Nonnested Models?​

Which of the Following Is a Test of Nonnested Models?