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.">

nonnest2: Tests of Non-Nested Models (original) (raw)

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.

Version: 0.5-8
Depends: R (≥ 3.0.0)
Imports: CompQuadForm, mvtnorm, lavaan (≥ 0.6-6), sandwich, methods
Suggests: mirt (≥ 1.42), OpenMx, tidySEM, AER, MASS, faraway, mlogit, ordinal, pscl, knitr, rmarkdown, testthat
Published: 2024-08-28
DOI: 10.32614/CRAN.package.nonnest2
Author: Edgar Merkle [aut, cre], Dongjun You [aut], Lennart Schneider [ctb], Mauricio Garnier-Villarreal [ctb], Seongho Bae [ctb], Phil Chalmers [ctb]
Maintainer: Edgar Merkle
License: GPL-2 | GPL-3
URL: https://github.com/qpsy/nonnest2
NeedsCompilation: no
Materials: README,
In views: Econometrics
CRAN checks: nonnest2 results

Documentation:

Downloads:

Reverse dependencies:

Linking:

Please use the canonical formhttps://CRAN.R-project.org/package=nonnest2to link to this page.