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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 Centres for Economics and Related Disciplines, London School of Economics and Political Science, 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
Library of Congress subject classification: H Social Sciences > HB Economic Theory
Sets: Collections > Economists Online
Research centres and groups > Suntory and Toyota International Centres for Economics and Related Disciplines (STICERD)
Rights: http://www.lse.ac.uk/library/usingTheLibrary/academicSupport/OA/depositYourResearch.aspx
Identification Number: 18
Date Deposited: 07 Jul 2008 14:48
URL: http://eprints.lse.ac.uk/6611/

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