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Choosing between two income distribution models with contaminated data

Victoria-Feser, Maria-Pia (1996) Choosing between two income distribution models with contaminated data. DARP (18). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

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Abstract

Choosing between two income distribution models typically involves testing two non-tested hypotheses, that is hypotheses such that one cannot be obtained as a special or limiting case of the other. Cox (1961, 1962) proposed a classical testing procedure based on the comparison of the maximised likelihood functions for the two models. In this paper it is shown that such a procedure is not robust in that a single observation can reverse the decision. Its robustness properties as well as other properties are shown in simulated examples

Item Type: Monograph (Discussion Paper)
Official URL: http://sticerd.lse.ac.uk
Additional Information: © 1996 Maria-Pia Victoria-Feser
Divisions: STICERD
Subjects: H Social Sciences > HB Economic Theory
Date Deposited: 07 Jul 2008 14:48
Last Modified: 13 Sep 2024 19:37
URI: http://eprints.lse.ac.uk/id/eprint/6611

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