On Thu, Mar 24, 2011 at 8:26 AM, Brian S Cade <ca...@usgs.gov> wrote: > As a follow-up to Greg's suggested graphical presentation, it seems like > the Vuong test is sometimes used to compare fits of non nested models. >
There is a nice practical example of this with code in R, by Cosma Shalizi and coworkers, at http://cscs.umich.edu/~crshalizi/weblog/491.html The application is the tendency of physicists and people who read Wired to see power law distributions everywhere, and Vuong's test is used to determine whether a power law fits better than a lognormal (which it typically doesn't). -thomas -- Thomas Lumley Professor of Biostatistics University of Auckland ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
