[R] Vuong test

Stéphanie PAYET spayet.reesfrance at wanadoo.fr
Wed May 18 10:36:20 CEST 2005

Hi Reza,
thanks for your answer.
I have already used the code of Dr. Jackman for fitting the double hurdle
model, but it doesn't allow to specify different regressors for the zero and
the poisson (or negative binomial) parts, which is a bit limitative.
Moreover, I don't have Stata, I just dispose of R and SAS. Does anybody know
if the Vuong test also exist on these two pieces of software ?

Best regards


-----Message d'origine-----
De : Seyed Reza Jafarzadeh [mailto:srjafarzadeh at gmail.com]
Envoyé : mardi 17 mai 2005 10:59
À : spayet.reesfrance at wanadoo.fr
Cc : r-help at stat.math.ethz.ch
Objet : Re: [R] Vuong test

Hi Stéphanie,

The Vuong test can be done in Stata
(http://www.stata.com/support/faqs/stat/vuong.html), but I am also
looking for its code in R. In addition to "zicounts", Dr. Simon
Jackman (http://pscl.stanford.edu/) has provided the code for fitting
the zero-inflated (http://pscl.stanford.edu/zeroinfl.r) and hurdle
(http://pscl.stanford.edu/hurdle.r) count models.


On 5/17/05, Stéphanie PAYET <spayet.reesfrance at wanadoo.fr> wrote:
> Hi,
> I have two questions. First, I'd like to compare a ZINB model to a negativ
> binomial model with the Vuong test, but I can't find how to performe it
> the zicount package. Does a programm exist to do it ?
> Second, I'd like to know in which cases we have to use a double hurdle
> instead of a zero inflated model.
> Many thanks,
> Stéphanie Payet
> REES France
> Réseau d'Evaluation en Economie de la Santé
> 28, rue d'Assas
> 75006 PARIS
> Tél. +33 (0)1 44 39 16 90
> Fax +33 (0)1 44 39 16 92
> Mèl. reesfrance at wanadoo.fr
> Site Internet : http://www.rees-france.com
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