Exact Tests of a Model Against Nonnested Alternatives
本文应用Milliken和Graybill的方法于非嵌套回归模型，证明Fisher和McAleer提出的检验在小样本下服从t分布，并扩展该检验以应对多个非线性非嵌套替代模型，证明其服从中心F分布。
This note applies the results of Milliken and Graybill (1970) to non-nested regression models. A test proposed by Fisher and McAleer (1981) is shown to have the t-distribution in small samples. An extended version of that test is developed for testing a model against several non-linear non-nested alternatives, and is shown to have the central F-distribution.