Vuoung test for non-nested models
The Vuong test is suitable to discriminate between two non-nested models.
vuongtest(x, y,
type = c("non-nested", "nested", "overlapping"),
hyp = FALSE,
variance = c("centered", "uncentered"),
matrix = c("large", "reduced")
)x |
a first fitted model of class |
y |
a second fitted model of class |
type |
the kind of test to be computed, |
hyp |
a boolean, |
variance |
the variance is estimated using the |
matrix |
the W matrix can be computed using the general
expression |
an object of class "htest"
Vuong Q.H. (1989) Likelihood ratio tests for model selection and non-nested hypothesis, Econometrica, vol.57(2), pp.307-33.
vuong in package pscl.
data("Interview", package = "mhurdle")
# dependent double hurdle model
dhm <- mhurdle(vacations ~ car + size | linc + linc2 | 0, Interview,
dist = "ln", h2 = TRUE, method = "bhhh", corr = TRUE)
# a double hurdle p-tobit model
ptm <- mhurdle(vacations ~ 0 | linc + linc2 | car + size, Interview,
dist = "ln", h2 = TRUE, method = "bhhh", corr = TRUE)
vuongtest(dhm, ptm)Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.