Shi's Non Degenerate Vuong Test

The Vuong test is a very popular test for non-nested models. Shi proposed a non-degenerate version of the Vuong test using local asymptotic theory.


Reference manual

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install.packages("ndvtest")

1.0-0 by Yves Croissant, 5 years ago


https://www.R-project.org


Browse source code at https://github.com/cran/ndvtest


Authors: Yves Croissant [aut, cre]


Documentation:   PDF Manual  


GPL (>= 2) license


Imports Rdpack, sandwich, nonnest2, CompQuadForm

Suggests knitr, pscl, MASS, AER, lmtest, mlogit, modelsummary, bookdown, ggplot2


See at CRAN