Thank you very much for your answers.

The problem is that the editor wants a formal test. So I guess that the
Vuong test should be ok...

2011/3/24 Thomas Lumley <tlumley@uw.edu>

> On Thu, Mar 24, 2011 at 8:26 AM, Brian S Cade <cadeb@usgs.gov> wrote:
> > As a follow-up to Greg's suggested graphical presentation, it seems like
> > the Vuong test is sometimes used to compare fits of non nested models.
> >
>
> There is a nice practical example of this with code in R, by Cosma
> Shalizi and coworkers, at
> http://cscs.umich.edu/~crshalizi/weblog/491.html
>
> The application is the tendency of physicists and people who read
> Wired to see power law distributions everywhere, and Vuong's test is
> used to determine whether a power law fits better than a lognormal
> (which it typically doesn't).
>
>     -thomas
>
> --
> Thomas Lumley
> Professor of Biostatistics
> University of Auckland
>

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