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

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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Year of publication:	2015
Authors:	Wilson, Paul
Published in:	Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 127.2015, C, p. 51-53
Publisher:	Elsevier
Subject:	Non-nested models \| Zero-inflation \| Vuong test

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Type of publication:	Article
Classification:	C52 - Model Evaluation and Testing
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011189548