The Misuse of The Vuong Test For Non-Nested Models to Test for Zero-Inflation

Abstract

The Vuong test for non-nested models is being widely misused as a test of zero-inflation. We show that such use of is erroneous and incorrectly assumes that the distribution of the log-likelihood ratios of zero-inflated models versus their non-zero-inflated counterparts is normal. We see that this stems from a mis-understanding of what is meant by the term “non-nested model”, and investigate other approaches for determining zero-inflation.