Vuongtest: Vuong's test for non-nested model comparison
In spatcounts: Spatial count regression

Description Usage Arguments References See Also Examples

'Vuongtest' suggests the better of two (not necessarily nested) models according to Vuong's statistic for the parameters in each of the iterations.

1 2	Vuongtest(LogLike1, LogLike2, alpha = 0.05, p = NULL, q = NULL, correction = TRUE)

`LogLike1, LogLike2`	the output of two model fits obtained by using 'LogLike'.
`alpha`	significance level, defaults to 0.05.
`p, q`	the number of estimated coefficients in models LogLike1 and Loglike2, respectively.
`correction`	boolean, if TRUE (default), the Schwarz correction will be used on the differences of log-likelihoods.

Vuong, Q.H. (1989). Likelihood Ratio tests for model selection and nonnested hypotheses. Econometrica 57(2), 307-333.

Schwarz, G. (1978). Estimating the Dimension of a Model. Annals of Statistics 6, 461-464.

Clarketest

data(sim.Yin)
data(sim.fm.X)
data(sim.region)
data(sim.gmat)
data(sim.nmat)

poi <- est.sc(sim.Yin, ~1+sim.fm.X[,1]+sim.fm.X[,2], sim.region, 
model="Poi", sim.gmat, sim.nmat, 3)
nb <- est.sc(sim.Yin, ~1+sim.fm.X[,1]+sim.fm.X[,2], sim.region, 
model="NB", sim.gmat, sim.nmat, 3)

DIC.poi <- DIC(sim.Yin, ~1+sim.fm.X[,1]+sim.fm.X[,2], sim.region, poi)
DIC.nb <- DIC(sim.Yin, ~1+sim.fm.X[,1]+sim.fm.X[,2], sim.region, nb)

ll.poi <- LogLike(sim.Yin, ~1+sim.fm.X[,1]+sim.fm.X[,2], sim.region, poi)
ll.nb <- LogLike(sim.Yin, ~1+sim.fm.X[,1]+sim.fm.X[,2], sim.region, nb)

Vuong.poi.nb <- Vuongtest(ll.poi, ll.nb, alpha = 0.05, p = DIC.poi$p.D, 
q = DIC.nb$p.D, correction = TRUE)

acceptb/(i+1)  0.8 0.8 0.8
acceptga1/i acceptga2/(i+1)   0.6 0.8
acceptpsi/(i+1)   0.2
acceptb/(i+1)   0.6 0.8 0.6
acceptga1/i acceptga2/(i+1)   0.4 0.8
acceptr/(i+1)  0.2
acceptpsi/(i+1)   0.6
DIC             9456.907
mean deviance   9035.386
p.D             421.5213
DIC             9381.389
mean deviance   9126.81
p.D             254.5798
Favour model 1   0
No decision      0
Favour model 2   1