Tests of Non-Nested Models

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


Changes in Version 0.5-1 o llcont() for lavaan objects with fixed.x=TRUE is corrected

Changes in Version 0.5

o include llcont() method for mirt objects (credit to Lennart Schneider)
  and find mirt's estfun.AllModelClass()

o lavaan changes: allow for inclusion of completely missing 
  cases and stop if missing = "listwise" or "pairwise"

o return error for lavaan models with fixed.x=TRUE (incorrect results)

o fix scaling issues in vcov associated with lm/glm/nls

Changes in Version 0.4

o Update handling of missing data to conform to lavaan 0.5-21.

o Throw error in case lavaan model with robust SEs is sent in.

Changes in Version 0.3

o Added "Getting started" vignette.

o Changes to conform to lavaan 0.5-20's handling of equality constraints.

o Fixed issue where print methods sometimes wrapped over lines.

o Fixed bug in llcont() for lavaan cases missing all data except
  one variable.

Changes in Version 0.2

o Added argument "nested" to vuongtest(), allowing the user
  to specify whether or not candidate models are nested.  This
  impacts the limiting distribution of the Vuong LRT.

o Added argument "adj" to vuongtest(), allowing the user
  to obtain test statistics with AIC or BIC adjustments.

o print methods no longer display the full call of each model
  (just the first line).

o BIC intervals added for objects of class hurdle, zeroinfl, 
  mlogit (were missing because they didn't have an nobs method).

Reference manual

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0.5-2 by Edgar Merkle, 5 months ago

Browse source code at https://github.com/cran/nonnest2

Authors: Edgar Merkle [aut, cre] , Dongjun You [aut] , Lennart Schneider [ctb] , Seongho Bae [ctb]

Documentation:   PDF Manual  

Task views: Econometrics

GPL-2 | GPL-3 license

Imports CompQuadForm, mvtnorm, lavaan, sandwich

Suggests mirt, AER, MASS, faraway, mlogit, ordinal, pscl, knitr, testthat

Imported by blavaan.

Depended on by merDeriv.

See at CRAN