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

Paul Wilson

doi:10.1016/j.econlet.2014.12.029

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

Paul Wilson

University of Wolverhampton

Research output: Contribution to a Journal (Peer & Non Peer) › Article › peer-review

121 Citations (Scopus)

Abstract

The Vuong test for non-nested models is being widely used as a test of zero-inflation. We show that such use is erroneous. We see that this stems from a misunderstanding of what is meant by the term "non-nested model" and suggest other approaches for determining zero-inflation.

Original language	English
Pages (from-to)	51-53
Number of pages	3
Journal	Economics Letters
Volume	127
DOIs	https://doi.org/10.1016/j.econlet.2014.12.029
Publication status	Published - 1 Feb 2015
Externally published	Yes

Keywords

Non-nested models
Vuong test
Zero-inflation

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10.1016/j.econlet.2014.12.029

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abstract = "The Vuong test for non-nested models is being widely used as a test of zero-inflation. We show that such use is erroneous. We see that this stems from a misunderstanding of what is meant by the term {"}non-nested model{"} and suggest other approaches for determining zero-inflation.",

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AB - The Vuong test for non-nested models is being widely used as a test of zero-inflation. We show that such use is erroneous. We see that this stems from a misunderstanding of what is meant by the term "non-nested model" and suggest other approaches for determining zero-inflation.

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KW - Vuong test

KW - Zero-inflation

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VL - 127

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JO - Economics Letters

JF - Economics Letters

ER -

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

Abstract

Keywords

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