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Choosing between Two Income Distribution Models with Contaminated Data

Publication London School of Economics, 1996
Collection DARP discussion papers; 18
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
Keywords M-estimatorsModel choiceRobust testsIncome distributionLinear regression
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VICTORIA-FESER, Maria-Pia. Choosing between Two Income Distribution Models with Contaminated Data. 1996 https://archive-ouverte.unige.ch/unige:23112

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Deposited on : 2012-10-01

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