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 <[EMAIL PROTECTED]> 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
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--
黄荣贵
Department of Sociology
Fudan University
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