RE: [R] Vuong test

From: Stéphanie PAYET <spayet.reesfrance_at_wanadoo.fr>
Date: Wed 18 May 2005 - 18:36:20 EST


Hi Reza,
thanks for your answer.
I have already used the code of Dr. Jackman for fitting the double hurdle model, but it doesn't allow to specify different regressors for the zero and the poisson (or negative binomial) parts, which is a bit limitative. Moreover, I don't have Stata, I just dispose of R and SAS. Does anybody know if the Vuong test also exist on these two pieces of software ?

Best regards

Stéphanie

-----Message d'origine-----
De : Seyed Reza Jafarzadeh [mailto:srjafarzadeh@gmail.com] Envoyé : mardi 17 mai 2005 10:59
À : spayet.reesfrance@wanadoo.fr
Cc : r-help@stat.math.ethz.ch
Objet : Re: [R] Vuong test

Hi Stéphanie,

The Vuong test can be done in Stata
(http://www.stata.com/support/faqs/stat/vuong.html), but I am also looking for its code in R. In addition to "zicounts", Dr. Simon Jackman (http://pscl.stanford.edu/) has provided the code for fitting the zero-inflated (http://pscl.stanford.edu/zeroinfl.r) and hurdle (http://pscl.stanford.edu/hurdle.r) count models.

Reza

On 5/17/05, Stéphanie PAYET <spayet.reesfrance@wanadoo.fr> wrote:
> Hi,
>
> I have two questions. First, I'd like to compare a ZINB model to a negativ
> binomial model with the Vuong test, but I can't find how to performe it
from
> the zicount package. Does a programm exist to do it ?
> Second, I'd like to know in which cases we have to use a double hurdle
model
> instead of a zero inflated model.
>
> Many thanks,
>
> Stéphanie Payet
>
> REES France
> Réseau d'Evaluation en Economie de la Santé
> 28, rue d'Assas
> 75006 PARIS
> Tél. +33 (0)1 44 39 16 90
> Fax +33 (0)1 44 39 16 92
> Mèl. reesfrance@wanadoo.fr
> Site Internet : http://www.rees-france.com
>
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R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Wed May 18 18:46:25 2005

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