Description
Tests of Non-Nested Models.
Description
Testing non-nested models via theory supplied by Vuong (1989) <DOI:10.2307/1912557>. 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.
README.md
nonnest2
nonnest2 provides functionality for comparing non-nested models' fit and distinguishability, relying on theory from Vuong (1989). The authors acknowledge support from NSF grant SES-1061334. The contents of this package are those of the authors and do not reflect the views of the National Science Foundation.