Mutual encompassing and model equivalence
Lu, M. and Mizon, G.E. (1997) Mutual encompassing and model equivalence. Southampton, UK, University of Southampton (Discussion Papers in Economics and Econometrics 9702).
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Description/Abstract
This paper analyses 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 exponential 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
| Item Type: | Monograph (Discussion Paper) |
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| Related URLs: | |
| Subjects: | H Social Sciences > HA Statistics |
| Divisions: | University Structure - Pre August 2011 > School of Social Sciences > Economics |
| Item ID: | 33176 |
| Date Deposited: | 25 Jan 2008 |
| Last Modified: | 02 Mar 2012 11:27 |
| Contributors: | Lu, M. (Author) Mizon, G.E. (Author) |
| Date: | January 1997 |
| Status: | Unpublished |
| Publisher: | University of Southampton |
| URI: | http://eprints.soton.ac.uk/id/eprint/33176 |
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