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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).

Record type: 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

Identifiers

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: 17 Jul 2017 15:53

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Contributors

Author: M. Lu
Author: G.E. Mizon

University divisions

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