ndvtest: Shi's Non Degenerate Vuong Test

The Vuong test <doi:10.2307/1912557> is a very popular test for non-nested models. Shi <doi:10.3982/QE382> proposed a non-degenerate version of the Vuong test using local asymptotic theory.

Version: 1.0-0
Depends: R (≥ 4.0.0)
Imports: Rdpack, sandwich, nonnest2, CompQuadForm
Suggests: knitr, pscl, MASS, AER, lmtest, mlogit, modelsummary, bookdown, ggplot2
Published: 2022-02-14
Author: Yves Croissant ORCID iD [aut, cre]
Maintainer: Yves Croissant <yves.croissant at univ-reunion.fr>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://www.R-project.org
NeedsCompilation: yes
CRAN checks: ndvtest results

Documentation:

Reference manual: ndvtest.pdf
Vignettes: Implementation of Shi's non-degeranate Vuong test for non-nested models

Downloads:

Package source: ndvtest_1.0-0.tar.gz
Windows binaries: r-devel: ndvtest_1.0-0.zip, r-release: ndvtest_1.0-0.zip, r-oldrel: ndvtest_1.0-0.zip
macOS binaries: r-release (arm64): ndvtest_1.0-0.tgz, r-release (x86_64): ndvtest_1.0-0.tgz, r-oldrel: ndvtest_1.0-0.tgz

Linking:

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