Statistics Seminars: A non-test and a new-test of zero-inflation
19 January 2015 02:05 in CM221
The ``Vuong test for non-nested models'' is being widely used as a test of zero-inflation; such use is promoted in academic text books, the help files of statistical software packages such as R and Stata, and on the web pages associated with prestigious universities. We show that such use is erroneous. We see that this misuse stems from a misunderstanding of what is meant by the term ``non-nested model''. It is clear that a demand exists amongst statistical practitioners for an ``accessible'' test of overall zero-inflation, and we propose a new test for zero-inflation, based upon the Poisson-Binomial distribution, that is extremely intuitive. A diagramatic approach to diagnosing zero-inflation is also considered.
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