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A New Variance Component Score Test for Testing Distributed Lag Functions with Applications in Time Series Analysis. | LitMetric

We propose to test a given constrained distributed lag model (DLM) of the form = against an unconstrained alternative using a variance component score test (VCST) and show that VCST is more powerful than the standard likelihood ratio test in a simulation study.

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Source
http://www.ncbi.nlm.nih.gov/pmc/articles/PMC5703603PMC
http://dx.doi.org/10.1016/j.spl.2016.12.003DOI Listing

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