[R] Voung test implementation in R

[ronggui]

Yes, the pscl package contains that function.
>library(pscl)
>?vuong

Description

Compares two models fit to the same data that do not nest via Vuong's
non-nested test.

Usage

vuong(m1, m2, digits = getOption("digits"))


On 9/26/06, mirko sanpietrucci <mirko.sanpietrucci at email.it> wrote:
> Dear All,
> I would like to know if the Voung test (Voung; Econometrica, 1989) to compare two non-nested regression models has been implemented in R.
> Thanks in advance for your assistance,
> mirko
>         [[alternative HTML version deleted]]
>
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