Mutual encompassing and model equivalence
Mutual encompassing and model equivalence
This paper analyzes the properties of mutual encompassing and its relationship to the KLIC equivalence between statistical models. It is shown that models are KLIC equivalent if and only if they are mutually encompassing and mutually Cox encompassing.
Further, within the exponentional family encompassing implies Cox-encompassing and so mutual encompassing is necessary and sufficient for KLIC equivalence in this family. In addition, it is shown that mutual encompassing is transitive for models in the exponential family.
econometrics
Lu, Maozu
f20c88e0-3bba-419d-a6a8-79f68f821095
Mizon, Grayham E.
2b8353b4-0af4-48db-b552-6867dc1f4583
2000
Lu, Maozu
f20c88e0-3bba-419d-a6a8-79f68f821095
Mizon, Grayham E.
2b8353b4-0af4-48db-b552-6867dc1f4583
Lu, Maozu and Mizon, Grayham E.
(2000)
Mutual encompassing and model equivalence.
Mimeo.
Abstract
This paper analyzes the properties of mutual encompassing and its relationship to the KLIC equivalence between statistical models. It is shown that models are KLIC equivalent if and only if they are mutually encompassing and mutually Cox encompassing.
Further, within the exponentional family encompassing implies Cox-encompassing and so mutual encompassing is necessary and sufficient for KLIC equivalence in this family. In addition, it is shown that mutual encompassing is transitive for models in the exponential family.
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Published date: 2000
Keywords:
econometrics
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Local EPrints ID: 32992
URI: http://eprints.soton.ac.uk/id/eprint/32992
PURE UUID: e93df9c8-873a-40bc-82c2-f0af8879a435
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Date deposited: 01 Aug 2006
Last modified: 11 Dec 2021 15:18
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Author:
Maozu Lu
Author:
Grayham E. Mizon
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