@article{3dc4d92bad754825bed061876e971aef,
title = "On choosing between two nonlinear models estimated robustly. some Monte Carlo evidence",
abstract = "The article considers the problem of choosing between two (possibly) nonlinear models that have been fitted to the same data using M-estimation methods. An asymptotically normally distributed test statistic that takes into account the fact that the models are fitted robustly is given. The new procedure is compared with other test statistics using a Monte Carlo study. We found that the presence of a competitive model either in the null or the alternative hipothesis affects the distributional properties of the tests, and that in the case that the data contains outlying observations the new procedure had a significantly higher power than the rest of the tests.",
author = "Victor Aguirre-Torres and Galiant, {A. R.} and Jorge Dorningueze",
note = "Funding Information: This research was supported by: a G. M. Cox Fellowship, the lnstituto Politknico National, Mexico, CONACYT Grant 22562, North Csofina Agricultural Experiment Station Proyect NC03641 and National Science Foundation Grant SES 8014239. Much of the computing was performed while the first and third authors were at JIMAS-UNAM. The first author wishes to express his gratitude to the Institute de Investigacibn CientIfica , UJED for their hospitality while Writing a significant portion of this paper. BIBLIOGRAPHY Aguirre-Torres, V. and Gallant, A. R. (1983). {"}The null and non-null asymptotic distribution of the Cox test for multivariate nonlinear regression alternatives and a new distribution-free Cox test{"}, Journal of Econometrics, 21 , 5-33.",
year = "1989",
month = jan,
doi = "10.1080/03610918908812753",
language = "English (US)",
volume = "18",
pages = "179--200",
journal = "Communications in Statistics - Simulation and Computation",
issn = "0361-0918",
publisher = "Taylor and Francis Ltd.",
number = "1",
}