Hypothesis testing when a nuisance parameter is present only under the alternative: Linear model case

By R. Davies. 2002

341 citations recorded by the source corpus.

Subfields: Management Science and Operations Research, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/319131e283ee5578126186b5909fef74cb4e8ae1

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In Management Science and Operations Research

In Statistics and Probability

Citations in the corpus

Genetically Engineered Herbicide-Resistant Crops and Herbicide-Resistant Weed Evolution in the United States (2017, neutral): “The ‘ segmented ’ package in R (Muggeo 2008) allows estimation of the break point in the data and also provides a method for testing whether the regression model with different slopes before and after a break point is significantly better than a simple linear regression (Davies 2002).”
From Supply Chain Integration to Operational Performance: The Moderating Effect of Market Uncertainty (2018, neutral): “This is called the ‘Davies’ problem (Davies 2002) which has been studied by Andrews and Ploberger (1994) and Hansen (2000).”
Testing with a nuisance parameter present only under the alternative: a score-based approach with application to segmented modelling (2016, methodology): “p-values from theDavies test come from formula (12) of [8] based on 10 equispaced values in the observed covariate range, while 1000 permutations of the null residuals have been employed for the permutation test.”
Testing nonlinearity: Decision rules for selecting between logistic and exponential STAR models (2001, methodology): “3 Luukkonen et al. (1988a), based on Davies (1977), introduced this solution for STAR models.”
Markov-Switching and Stochastic Volatility Diffusion Models of Short-Term Interest Rates (2002, methodology): “There are techniques for handling hypothesis testing when some parameters are not identi ed under the null hypothesis (Davies 1977, 1987), but these are extremely computationally intensive, so we calculate the empirical p values of the standard likelihood ratio test.”
International Asset Allocation Under Regime Switching, Skew and Kurtosis Preferences (2005, methodology): “To answer this we computed the specification test suggested by Davies (1977), which very strongly rejected the single-state specification.”
Testing for Threshold Effects in Regression Models (2010, methodology): “We assume the following conditions which are slight modification of the standard regularity conditions of the MRC estimator in Sherman (1993) to reflect the threshold effects.”
Price Wars and Collusion in the Spanish Electricity Market (2005, methodology): “Even if we used the upper bound suggested in Davies (1977), the null of a two states model cannot be rejected against the alternative of three states for all the models.”