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如题，初次接触到vuong test，想进一步了解一下有关该检验的具体方法及应用，希望各路大侠能提供一些经典资料，不胜感激。

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关键词：Vuong test Est 不胜感激 具体方法 检验 经典 不胜感激

Vuong's non-nested hypothesis test compares two models fit to the same data that do not nest via Vuong's non-nested test.
The Vuong non-nested test is based on a comparison of the predicted probabilities of two models that do not nest. Examples include comparisons of zero-inflated count models with their non-zero-inflated analogs (e.g., zero-inflated Poisson versus ordinary Poisson, or zero-inflated negative-binomial versus ordinary negative-binomial). A large, positive test statistic provides evidence of the superiority of model 1 over model 2, while a large, negative test statistic is evidence of the superiority of model 2 over model 1. Under the null that the models are indistinguishable, the test statistic is asymptotically distributed standard normal.

phill 发表于 2011-10-24 09:39
Vuong's non-nested hypothesis test compares two models fit to the same data that do not nest via Vuo ...

其实我是想学习学习vuong test关于各模型之间R2是否有显著差异的检验，不是关注嵌套、非嵌套模型，不过还是谢谢你啦。

quanyi88888 发表于 2011-10-24 12:05
其实我是想学习学习vuong test关于各模型之间R2是否有显著差异的检验，不是关注嵌套、非嵌套模型，不过还 ...

请问您  vuong test是否能检验两个模型之间R2是否有显著差异