Learn R Programming
micsr (version 0.1-1)

ndvuong: Non-degenerate Vuong test

Description

An unhanced version of the Vuong test with a small-sample bias correction

Usage

ndvuong(
  x,
  y,
  size = 0.05,
  pval = TRUE,
  nested = FALSE,
  vartest = FALSE,
  ndraws = 10000,
  diffnorm = 0.1,
  seed = 1,
  numbers = NULL,
  nd = TRUE,
  print.level = 0
)

Value

an object of class "htest".

Arguments

x

a first fitted model

y

a second fitted model

size

the size of the test

pval

should the p-value be computed ?

nested

a boolean, TRUE for nested models

vartest

a boolean, if TRUE, the variance test is computed

ndraws

the number of draws for the simulations

diffnorm

a creuser

seed

the seed

numbers

a user provided matrix of random numbers

nd

a boolean, if TRUE (the default) the non-degenarate Vuong test is computed

print.level

the level of details to be printed

References

VUON:89micsr

SHI:15micsr

See Also

the classical Vuong test is implemented in pscl::vuong and nonnest2::vuongtest.