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RE: st: Vuong test statistics


From   "Martin Weiss" <martin.weiss@uni-tuebingen.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Vuong test statistics
Date   Fri, 29 Aug 2008 13:55:26 +0200

Agreed in principle! But in this particular instance, Olfa had pointed to
the existing implementation in -zinb- so -h zinb- at the bottom shows the
reference.

Martin

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Maarten buis
Sent: Friday, August 29, 2008 1:42 PM
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: Vuong test statistics

--- Olfa Maalaoui <olfa.maalaoui@hec.ca> wrote:
> I need to perfom the Vuong (1989) test to compare two multivariate
> regressions (models) using stata (non nested test statistic). 

Please read the statalist FAQ
(http://www.stata.com/support/faqs/res/statalist.html), in particular:
"Precise literature references please! Please do not assume that the
literature familiar to you is familiar to all members of Statalist. Do
not refer to publications with just minimal details (e.g., author and
date). Questions of the form "Has anyone implemented the
heteroscedasticity under a full moon test of Sue, Grabbit, and Runne
(1989)?" admittedly divide the world. Anyone who has not heard of the
said test would not be helped by the full reference to answer the
question, but they might well appreciate the full reference."


-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------

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