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nonnest2 (version 0.2)

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

0.2

License

GPL-2 | GPL-3

Maintainer

Dongjun You

Last Published

December 4th, 2014

Functions in nonnest2 (0.2)

icci

Information Criteria Confidence Intervals
vuongtest

Vuong Tests for Model Comparison
llcont

Individual Log-Likelihoods