nonnest2: 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.

Version: 0.1-1
Depends: R (≥ 3.0.0)
Imports: CompQuadForm, mvtnorm, sandwich
Published: 2014-09-15
Author: Ed Merkle and Dongjun You
Maintainer: Dongjun You <dy5x4 at>
License: GPL-2 | GPL-3
NeedsCompilation: no
In views: Econometrics
CRAN checks: nonnest2 results


Reference manual: nonnest2.pdf
Package source: nonnest2_0.1-1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X Snow Leopard binaries: r-release: nonnest2_0.1-1.tgz, r-oldrel: nonnest2_0.1-1.tgz
OS X Mavericks binaries: r-release: nonnest2_0.1-1.tgz
Old sources: nonnest2 archive