[R] Vuong test

Marc Schwartz
2012-07-13T12:36:26Z

On Jul 13, 2012, at 12:35 AM, sanchez ana wrote:

> Dear All,
>
> I am using the function vuong from pscl package to compare 2 non nested
models NB1
> (negative binomial I ) and Zero-inflated model.
>
>
> NB1 <-  glm(, , family = quasipoisson), it is an
> object of class: "glm" "lm"
> zinb <-
> zeroinfl( dist = "negbin") is an object of class:
"zeroinfl"
>
> when applying vuong
> function I get the following:
> vuong(NB1, zinb)
> Error en predprob.glm(m1) :
>   your object of class glm is unsupported by
> predprob.glmyour object of class lm is unsupported by predprob.glm
>
>
> Any help will be really appreciated.



Either you did not properly copy your code above or something is amiss in your
understanding.

NB1 is NOT a negative binomial model, but is a quasipoisson model. The latter is
not fit using maximum likelihood, hence the Vuong test, which is a likelihood
ratio based test, fails.

If you want a negative binomial model, you should be using glm.nb() in
V&R's MASS package:

require(MASS)
NB1 <- glm.nb(...)

Then you can use the Vuong test from pscl.

If you have not, you might want to read:

  vignette("countreg")

Regards,

Marc Schwartz