--- Olfa Maalaoui <[email protected]> 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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