Mutual encompassing and model equivalence
Mutual encompassing and model equivalence
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
University of Southampton
Lu, M.
e7eb361f-81b6-4db9-a931-e200ac3afca2
Mizon, G.E.
2b8353b4-0af4-48db-b552-6867dc1f4583
January 1997
Lu, M.
e7eb361f-81b6-4db9-a931-e200ac3afca2
Mizon, G.E.
2b8353b4-0af4-48db-b552-6867dc1f4583
Lu, M. and Mizon, G.E.
(1997)
Mutual encompassing and model equivalence
(Discussion Papers in Economics and Econometrics, 9702)
Southampton, UK.
University of Southampton
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Monograph
(Discussion Paper)
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
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Published date: January 1997
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Local EPrints ID: 33176
URI: http://eprints.soton.ac.uk/id/eprint/33176
PURE UUID: b755cce7-17a9-451c-8f6b-0fbe29e23e7c
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Date deposited: 25 Jan 2008
Last modified: 11 Dec 2021 15:19
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Author:
M. Lu
Author:
G.E. Mizon
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