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

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

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

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 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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