ndvtest: Shi's Non Degenerate Vuong Test
The Vuong test <doi:10.2307/1912557> is a very popular test for non-nested models. Shi <doi:10.3982/QE382> proposed a non-degenerate version of the Vuong test using local asymptotic theory.
| Version: | 1.0-0 |
| Depends: | R (≥ 4.0.0) |
| Imports: | Rdpack, sandwich, nonnest2, CompQuadForm |
| Suggests: | knitr, pscl, MASS, AER, lmtest, mlogit, modelsummary, bookdown, ggplot2 |
| Published: | 2022-02-14 |
| Author: | Yves Croissant 
[aut, cre] |
| Maintainer: | Yves Croissant <yves.croissant at univ-reunion.fr> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://www.R-project.org |
| NeedsCompilation: | yes |
| CRAN checks: | ndvtest results |
Documentation:
| Reference manual: | ndvtest.pdf |
| Vignettes: |
Implementation of Shi's non-degeranate Vuong test for non-nested models |
Downloads:
| Package source: | ndvtest_1.0-0.tar.gz |
| Windows binaries: | r-devel: ndvtest_1.0-0.zip, r-release: ndvtest_1.0-0.zip, r-oldrel: ndvtest_1.0-0.zip |
| macOS binaries: | r-release (arm64): ndvtest_1.0-0.tgz, r-oldrel (arm64): ndvtest_1.0-0.tgz, r-release (x86_64): ndvtest_1.0-0.tgz, r-oldrel (x86_64): ndvtest_1.0-0.tgz |
Linking:
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