ndvuong: Non-degenerate Vuong test

In micsr: Microeconometrics with R

Non-degenerate Vuong test

Description

An unhanced version of the Vuong test with a small-sample bias correction

Usage

ndvuong(
  x,
  y,
  size = 0.05,
  pval = TRUE,
  nested = FALSE,
  vartest = FALSE,
  ndraws = 10000,
  diffnorm = 0.1,
  seed = 1,
  numbers = NULL,
  nd = TRUE,
  print.level = 0
)

Arguments

x	a first fitted model
y	a second fitted model
size	the size of the test
pval	should the p-value be computed ?
nested	a boolean, TRUE for nested models
vartest	a boolean, if TRUE, the variance test is computed
ndraws	the number of draws for the simulations
diffnorm	a creuser
seed	the seed
numbers	a user provided matrix of random numbers
nd	a boolean, if TRUE (the default) the non-degenarate Vuong test is computed
print.level	the level of details to be printed

Value

an object of class "htest".

References

\insertRef

VUON:89micsr

\insertRef

SHI:15micsr

See Also

the classical Vuong test is implemented in pscl::vuong and nonnest2::vuongtest.

micsr documentation built on May 29, 2024, 7:32 a.m.