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. This material is based on work supported by the National Science Foundation under Grant Number SES-1061334.

Documentation

Manual: nonnest2.pdf
Vignette: Getting Started with nonnest2

Maintainer: Edgar Merkle <merklee at missouri.edu>

Author(s): Edgar Merkle and Dongjun You

Install package and any missing dependencies by running this line in your R console:

install.packages("nonnest2")

Depends R (>= 3.0.0)
Imports CompQuadForm, mvtnorm, lavaan(>=0.5-21), sandwich
Suggests knitr, testthat
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blavaan, merDeriv
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Package nonnest2
Materials
URL
Task Views Econometrics
Version 0.4-1
Published 2016-09-13
License GPL-2 | GPL-3
BugReports
SystemRequirements
NeedsCompilation no
Citation
CRAN checks nonnest2 check results
Package source nonnest2_0.4-1.tar.gz