Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5129850 | Statistics & Probability Letters | 2017 | 6 Pages |
Abstract
We propose to test a given constrained distributed lag model (DLM) of the form β=Cθ against an unconstrained alternative using a variance component score test (VCST) and show that VCST is more powerful than the standard likelihood ratio test in a simulation study.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Yin-Hsiu Chen, Bhramar Mukherjee,