A generalization of a test for non-nested models in linear regression is derived for the case when there are several regression models with more regressors.
@article{118585, author = {Ji\v r\'\i\ And\v el}, title = {On non-nested regression models}, journal = {Commentationes Mathematicae Universitatis Carolinae}, volume = {34}, year = {1993}, pages = {335-340}, zbl = {0777.62066}, mrnumber = {1241741}, language = {en}, url = {http://dml.mathdoc.fr/item/118585} }
Anděl, Jiří. On non-nested regression models. Commentationes Mathematicae Universitatis Carolinae, Tome 34 (1993) pp. 335-340. http://gdmltest.u-ga.fr/item/118585/
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