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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ePrint ID: 33176
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January 1997Published
Date Deposited: 25 Jan 2008
Last Modified: 16 Apr 2017 22:17
Further Information:Google Scholar
URI: http://eprints.soton.ac.uk/id/eprint/33176

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