Re: [R] Comparing non nested models with correlation coefficients (inspired from Lorch and Myers )

From: Thomas Lumley <tlumley_at_uw.edu>
Date: Thu, 24 Mar 2011 13:29:14 +1300

On Thu, Mar 24, 2011 at 8:26 AM, Brian S Cade <cadeb_at_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

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Received on Thu 24 Mar 2011 - 00:34:12 GMT

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