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

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.

Citation

Wilson, P. (2014) The Misuse of The Vuong Test For Non-Nested Models to Test for Zero-Inflation, in Kneib, T., Sobotka, F., Fahrenholz, J. and Irmer, H. (eds.) Proceedings of the 29th International Workshop on Statistical Modelling Volume 1 July 14–18, 2014 Göttingen, Germany. Göttingen: Statistical Modelling Society, pp. 363-368.

Type

Conference contribution

Language

en

Collections

Faculty of Science and Engineering