On Fri, 30 Mar 2007, Jo?o Fadista wrote:

Dear all,

I would like to know if I can compare by a significance test 2 models with different kind of parameters. Perhaps I am wrong but I think that we can only compare 2 models if one is a sub model of the other.



The literature you seek is on 'non-nested' models. Here is a start:

Bradley Efron
Comparing non-nested linear models
J. of the Amer. Stat'l. Assn.
79:791-803,1984


Google is your friend. Try 'non-nested test' and 'non-nested model'
and you will get many hits.


[snip]
Charles C. Berry                        (858) 534-2098
                                         Dept of Family/Preventive Medicine
E mailto:[EMAIL PROTECTED]               UC San Diego
http://biostat.ucsd.edu/~cberry/         La Jolla, San Diego 92093-0901

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