The misuse of the Vuong test for non-nested models to test for zero-inflation

DOI10.1016/J.ECONLET.2014.12.029zbMath1321.62149OpenAlexW2007747252MaRDI QIDQ498832

Paul Wilson

Publication date: 29 September 2015

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2436/621118

zbMATH Keywords

non-nested modelszero-inflationVuong test

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)

Related Items (9)

Analysis of mixed correlated bivariate zero-inflated count and(k,l)-inflated beta responses with application to social network datasets ⋮ Comparison of distribution selection methods ⋮ Zero inflated Waring distribution ⋮ Joint linear modeling of mixed data and its application to email analysis ⋮ Monitoring social networks based on Zero-inflated Poisson regression model ⋮ Statistical causality for multivariate nonlinear time series via Gaussian process models ⋮ Modeling frequency and severity of claims with the zero-inflated generalized cluster-weighted models ⋮ A new and intuitive test for zero modification ⋮ Estimation under mode effects and proxy surveys, accounting for non-ignorable nonresponse

Uses Software

• Stata
• pscl
• zipcv

Cites Work

• Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
• On estimation of the Poisson parameter in zero-modified Poisson models.
• Asymptotic Properties of Maximum Likelihood Estimators and Likelihood Ratio Tests Under Nonstandard Conditions
• Statistical Models
• On the Efficiency of Score Tests for Homogeneity in Two‐Component Parametric Models for Discrete Data

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