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nonnest2 (version 0.1-1)

Tests of non-nested models

Description

Testing non-nested models via theory supplied by Vuong (1989). 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.

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Version

Install

install.packages('nonnest2')

Monthly Downloads

14,132

Version

0.1-1

License

GPL-2 | GPL-3

Maintainer

Dongjun You

Last Published

September 15th, 2014

Functions in nonnest2 (0.1-1)

vuongtest

Vuong Tests for Model Comparison
icci

Information Criteria Confidence Intervals
llcont

Individual Log-Likelihoods