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On Point-Optimal Cox Tests

Published online by Cambridge University Press:  18 October 2010

Naorayex K. Dastoor  and
Gordon Fisher
Naorayex K. Dastoor
Affiliation:
University of Alberta
Gordon Fisher
Affiliation:
Queen's University
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Extract

This paper is concerned with the general problem of testing one form of covariance structure against another in a normal linear regression. It is shown that all the point-optimal tests recently proposed by King and his associates can be interpreted as special cases of a Cox test for non-nested hypotheses. This provides a synthesis of a whole range of point-optimal tests as well as demonstrating that King and his associates have exposed a class of Cox tests which have an exact distribution.

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Type
Articles
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Econometric Theory , Volume 4 , Issue 1 , April 1988 , pp. 97 - 107
Copyright
Copyright © Cambridge University Press 1988

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