In this paper it is shown that a convenient score test against non-nested alternatives can be constructed from the linear combination of the likelihood functions of the competing models. This is essentially a test for the correct specification of the conditional distribution of the variable of...

In this article, we identify and illustrate some shortcomings of the poisson command in Stata. Specifically, we point out that the command fails to check for the existence of the estimates, and we show that it is very sensitive to numerical problems. While these are serious problems that may...

Nonnested models are sometimes tested using a simulated reference distribution for the uncentred log likelihood ratio statistic. This approach has been recommended for the specific problem of testing linear and logarithmic regression models. The general asymptotic validity of the reference...