REFs, non-nested models (1996).

<- file 96refreg.html -> REFs, non-nested models (1996).

=====================Raymond Liedka, 10 Feb 1996========ssc Message-ID: <Pine.A32.3.91.960210213925.115130B-100000@capella.unm.edu> From: "Raymond V. Liedka" <liedka@UNM.EDU> Subject: Re: Question about a regression hypothesis On Wed, 7 Feb 1996, Michael Cohen wrote: > A colleague has asked me to pose this question to the list: > Does anyone know the appropriate test for testing the following? > We have two regression models: > > Y = b0 + b1 X + e > Y = b0' + b1' X + b2 Z + e' > ... > The hypothesis of interest is H0: b1 = b1' American Journal of Sociology, March 1995, Volume 100, no 5 "Statistical Methods for Comparing Regression Coefficients between Models" by Clifford C. Clogg, Eva Petkova, and Adamantios Haritou, pp. 1261-1293. "The Impact of Random Predictors on Comparisons of Coefficients between Models: Comment on Clogg, Petkova, and Haritou." by Paul D. Allison, pp. 1294-1304. "Reply to Allison: More on Comparing Regression Coefficients." by Clifford C. Clogg and Eva Petkova with the assistance of Tzuwei Cheng, pp. 1305-1312. ================Bob Wheeler, 19 Apr 1996========ssc Message-ID: <31778DCF.6C81@echip.com> From: Bob Wheeler <bwheeler@ECHIP.COM> Subject: Re: Cox test comparing models > From: "Barry W. Brown" <bwb@ODIN.MDACC.TMC.EDU> > In article <4kkj3s$ci5@mark.ucdavis.edu>, > Mitch Watnik <watnik@wald.ucdavis.edu> wrote: > >Steve Buyske (buyske@eden.rutgers.edu) wrote: > > > >: I recently came across a reference to Cox's test for comparing > >: two non-nested models, but I can't find any reference to, or > >: explanation of, the actual test. The context was in comparing > >: two logistic models, one with explanatory variables A & B, the > >: other with explanatory variables B & C. The dependent variable > >: is the same in both cases. > > > >You might start with his paper in the Fourth Berkeley Symposium (1961). > >There is also a 1962 follow-up paper (I don't remember off-hand where it > >is located). > >--Mitch > > Try section 9.22 page 327, "Choice between Models" in > Cox, D.R. and Hinkley, D.V. "Theoretical Statistics" (1986) Chapman and > Hall, NY. ISBN 0 412 16160 5. In addition, try searching under "Separable hypotheses." There is a considerable literature. Bob Wheeler, ECHIP, Inc. * * * * * * * * * * * * * * * * * * * * * * * * * * * * *

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