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st: Vuong test for non-nested models


From   "Rao, James" <[email protected]>
To   <[email protected]>
Subject   st: Vuong test for non-nested models
Date   Fri, 4 Jun 2010 13:39:29 +0200

Dear Stata Users,

I am estimating a double hurdle model and I want to conduct model selection
test for the double hurdle against the heckit using the vuong test for the
non-nested models. Could someone kindly illustrate to me how to do this in
Stata!

James 
==================================================
Rao E.O. James (Msc)
Research Associate/PhD Student

Department of Agricultural Economics and Rural Development
Georg-August University of Göttingen
Platz der Gottinger Sieben 5
37073 Göttingen, Germany.
 
Tell:+49-551-394443 (Office)
E-mail: [email protected]; [email protected]  

Courage is not the absence of fear but the triumph over it ... so fear not to
fear ... but strive to overcome fear!



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