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Biometrika 1983 70(1):285-288; doi:10.1093/biomet/70.1.285
© 1983 by Biometrika Trust
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MISCELLANEA

Exact tests of a model against nonnested alternatives

MICHAEL MCALEER

Department of Statistics, Australian National University Canberra, Australia

The results of Milliken & Graybill (1970) are used to develop a general procedure for obtaining exact tests of a linear model against several nonnested and nonlinear alternatives simultaneously. The procedure may be extended to test a null model against alternatives in which the dependent variable is subjected to different data transformations. Arguments are presented in favour of multiple tests.

Key Words: Artificial regression • Exact test • Multiple alternative • Nonnested model • Transformation


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