Lecture

Non nested hypotheses

Description

This lecture covers the concept of non-nested hypotheses in the context of choice models, where restricted and unrestricted models are compared using the likelihood ratio test. An example is provided to illustrate the comparison between two models and the Cox test. The lecture concludes with recommendations on model selection.

In MOOCs (2)
Introduction to Discrete Choice Models
The course introduces the theoretical foundations to choice modeling and describes the steps of operational modeling.
Introduction to Discrete Choice Models
The course introduces the theoretical foundations to choice modeling and describes the steps of operational modeling.
Instructor
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