Non-Nested Models-model selection

["Pravin" <jadhavpr@vcu.edu>]

Hi all,

Could you please suggest references or relevant links for model selection metric(s) that can be used while dealing with non-nested models:-

For simplicity, I have two competing models:
Model A- Y~intecept+ (alpha+beta*covariate)*time
Model B- Y~intercept+beta*covariate+alpha*time
In a nutshell, I am testing if covariate is affecting the slope or the intercept. As I understand this, the likelihood ratio statistic will not be asymptotically distributed as a chi-square random variable. So it is not a straightforward comparison using likelihood ratio. Please share some of your experiences and different approaches.

Thank you in anticipation,

Pravin

Pravin Jadhav