nonnest2

Tests of Non-Nested Models

Last update: 13 August 2023

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 0.5-5, 0.1-1, 0.1, 0.2, 0.3, 0.4-1, 0.5-1, 0.5-2, 0.5-3, 0.5-4, 0.5, 0.5-6

Description

Testing non-nested models via theory supplied by Vuong (1989) <doi:10.2307/1912557>. Includes tests of model distinguishability and of model fit that can be applied to both nested and non-nested models. Also includes functionality to obtain confidence intervals associated with AIC and BIC. This material is partially based on work supported by the National Science Foundation under Grant Number SES-1061334.

Cites work

Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses

Cited In (3)

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